+333.5%
CAT vs KKR
+76.6%
+256.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | -2.3% | +3.0% | -5.4% | -3.8% |
| 3M | -10.0% | +13.6% | -23.7% | -14.7% |
| 6M | +21.2% | +16.2% | +5.0% | +13.3% |
| YTD | +44.4% | -16.6% | +61.0% | +52.1% |
| 1Y | +96.3% | -23.2% | +119.5% | +112.4% |
| 3Y | +203.9% | +71.7% | +132.2% | +136.1% |
| 5Y | +333.5% | +74.8% | +258.7% | +202.0% |
| All | +333.5% | +76.6% | +256.9% | +202.0% |
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 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