+10.9%
CMG vs KKR
-12.5%
+23.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.6% | +0.3% | +4.3% |
| 7D | +22.5% | +8.9% | +13.6% | +19.9% |
| 30D | +14.1% | +12.7% | +1.5% | +10.7% |
| 3M | +4.1% | -6.2% | +10.3% | +5.3% |
| 6M | +10.1% | -1.5% | +11.6% | +9.8% |
| YTD | -4.9% | -20.1% | +15.2% | +1.3% |
| 1Y | +10.9% | -13.7% | +24.6% | +7.7% |
| All | +10.9% | -12.5% | +23.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling