+384.4%
XLU vs KKR
+1,586.8%
-1,202.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -6.2% | +4.6% | -0.6% |
| 30D | -3.3% | -8.9% | +5.5% | -2.0% |
| 3M | -3.2% | +6.3% | -9.4% | -4.4% |
| 6M | -7.0% | +16.5% | -23.4% | -9.7% |
| YTD | +0.6% | -20.3% | +20.9% | +3.4% |
| 1Y | +2.4% | -29.8% | +32.2% | +7.2% |
| 3Y | +46.3% | +63.2% | -16.9% | +28.8% |
| 5Y | +44.0% | +68.0% | -24.0% | +22.8% |
| 10Y | +140.1% | +704.3% | -564.2% | +55.1% |
| All | +384.4% | +1,586.8% | -1,202.4% | +155.2% |
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 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