-7.1%
CMG vs KKR
+62.5%
-69.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | -6.2% | +4.1% | -0.4% |
| 30D | +10.9% | -8.9% | +19.8% | +13.4% |
| 3M | +15.8% | +6.3% | +9.6% | +13.2% |
| 6M | +6.9% | +16.5% | -9.5% | +1.5% |
| YTD | -2.2% | -20.3% | +18.1% | +2.8% |
| 1Y | -7.1% | -29.8% | +22.7% | +0.4% |
| 3Y | -7.1% | +63.2% | -70.3% | -13.8% |
| All | -7.1% | +62.5% | -69.6% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling