+1,914.6%
CLS vs KKR
+670.8%
+1,243.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.9% |
| 7D | +16.3% | +1.6% | +14.7% | +15.1% |
| 30D | -25.7% | +14.5% | -40.2% | -31.6% |
| 3M | -30.9% | -15.0% | -15.9% | -25.6% |
| 6M | -35.5% | +1.0% | -36.5% | -37.3% |
| YTD | -18.7% | -22.6% | +4.0% | -10.6% |
| 1Y | -17.9% | -18.2% | +0.3% | -12.4% |
| 3Y | +838.1% | +56.4% | +781.7% | +624.9% |
| 5Y | +1,971.9% | +29.6% | +1,942.3% | +1,578.0% |
| All | +1,914.6% | +670.8% | +1,243.8% | +761.1% |
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