+159.8%
XLB vs KKR
+710.9%
-551.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | -6.2% | +3.3% | -0.7% |
| 30D | -3.1% | -8.9% | +5.8% | -0.1% |
| 3M | -0.2% | +6.3% | -6.4% | -2.8% |
| 6M | +3.1% | +16.5% | -13.4% | -3.5% |
| YTD | +13.3% | -20.3% | +33.5% | +20.3% |
| 1Y | +12.0% | -29.8% | +41.8% | +24.0% |
| 3Y | +31.4% | +63.2% | -31.8% | -1.4% |
| 5Y | +33.9% | +68.0% | -34.0% | -5.6% |
| All | +159.8% | +710.9% | -551.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling