+866.5%
CME vs KKR
+1,664.4%
-797.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | +5.5% | +3.0% | +2.5% | +4.7% |
| 3M | +11.0% | +13.6% | -2.7% | +7.6% |
| 6M | -9.7% | +16.2% | -25.9% | -13.3% |
| YTD | +4.9% | -16.6% | +21.5% | +7.5% |
| 1Y | +10.1% | -23.2% | +33.3% | +14.4% |
| 3Y | +53.5% | +71.7% | -18.2% | +22.3% |
| 5Y | +77.2% | +74.8% | +2.3% | +34.6% |
| 10Y | +282.1% | +711.6% | -429.4% | +73.4% |
| All | +866.5% | +1,664.4% | -797.9% | +204.0% |
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 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