+42.0%
XLP vs KKR
+26.6%
+15.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.5% |
| 30D | +10.3% | +7.6% | +2.7% | +9.5% |
| 3M | +6.5% | -6.5% | +13.0% | +7.1% |
| 6M | +8.4% | -3.9% | +12.3% | +8.5% |
| YTD | +18.2% | -23.9% | +42.1% | +20.8% |
| 1Y | +22.4% | -18.5% | +41.0% | +24.1% |
| 3Y | +41.9% | +65.8% | -23.9% | +26.3% |
| All | +42.0% | +26.6% | +15.4% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling