-10.7%
CMG vs KKR
-20.0%
+9.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | +7.1% | +2.2% | +5.0% | +6.3% |
| 3M | +31.2% | +13.1% | +18.1% | +26.1% |
| 6M | +0.7% | +15.3% | -14.6% | -4.0% |
| YTD | -0.1% | -15.0% | +14.9% | +3.7% |
| 1Y | -10.7% | -21.0% | +10.3% | -11.0% |
| All | -10.7% | -20.0% | +9.2% | -11.0% |
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 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