+44.8%
XLP vs KKR
+59.0%
-14.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +2.5% | +1.6% | +0.9% | +2.4% |
| 30D | +7.3% | +14.5% | -7.2% | +6.8% |
| 3M | +8.1% | -15.0% | +23.1% | +8.6% |
| 6M | +10.5% | +1.0% | +9.5% | +10.4% |
| YTD | +21.2% | -22.6% | +43.8% | +22.6% |
| 1Y | +22.7% | -18.2% | +40.9% | +23.7% |
| 3Y | +44.8% | +56.4% | -11.6% | +44.0% |
| All | +44.8% | +59.0% | -14.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling