+553.1%
AEP vs KKR
+1,637.1%
-1,083.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +1.5% | +0.3% | +1.2% | +1.4% |
| 3M | -1.7% | +8.8% | -10.5% | -2.7% |
| 6M | -4.0% | +14.9% | -18.9% | -5.7% |
| YTD | +10.6% | -17.9% | +28.5% | +12.2% |
| 1Y | +18.6% | -23.7% | +42.3% | +21.1% |
| 3Y | +78.7% | +69.1% | +9.6% | +60.8% |
| 5Y | +65.1% | +72.6% | -7.5% | +44.9% |
| 10Y | +177.7% | +728.2% | -550.5% | +95.7% |
| All | +553.1% | +1,637.1% | -1,083.9% | +285.8% |
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