+382.7%
XLB vs KKR
+1,697.8%
-1,315.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | -0.4% | +2.2% | -2.5% | -1.4% |
| 3M | +2.0% | +13.1% | -11.1% | -2.9% |
| 6M | +1.8% | +15.3% | -13.4% | -4.4% |
| YTD | +16.6% | -15.0% | +31.6% | +21.1% |
| 1Y | +16.9% | -21.0% | +37.9% | +24.0% |
| 3Y | +32.6% | +76.7% | -44.2% | -2.2% |
| 5Y | +35.6% | +74.3% | -38.7% | -3.8% |
| 10Y | +160.0% | +753.7% | -593.7% | -5.7% |
| All | +382.7% | +1,697.8% | -1,315.1% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling