+695.3%
CAT vs KKR
+664.1%
+31.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.8% |
| 7D | +9.3% | -1.1% | +10.4% | +9.8% |
| 30D | -21.5% | +11.5% | -33.0% | -25.4% |
| 3M | -29.1% | -12.4% | -16.7% | -25.8% |
| 6M | -33.4% | -1.9% | -31.5% | -33.8% |
| YTD | +6.6% | -23.3% | +29.9% | +15.9% |
| 1Y | +6.5% | -20.4% | +27.0% | +13.9% |
| 3Y | +162.7% | +56.1% | +106.6% | +100.9% |
| 5Y | +214.2% | +28.4% | +185.8% | +150.0% |
| All | +695.3% | +664.1% | +31.2% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling