+1,164.6%
CMG vs KKR
+1,637.1%
-472.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.0% |
| 7D | -6.5% | -2.2% | -4.3% | -5.8% |
| 30D | +12.1% | +0.3% | +11.9% | +11.7% |
| 3M | +20.6% | +8.8% | +11.8% | +16.4% |
| 6M | +2.1% | +14.9% | -12.8% | -3.7% |
| YTD | -2.6% | -17.9% | +15.3% | +2.4% |
| 1Y | -8.7% | -23.7% | +15.0% | -2.0% |
| 3Y | -7.4% | +69.1% | -76.4% | -28.1% |
| 5Y | -5.7% | +72.6% | -78.2% | -29.5% |
| 10Y | +322.3% | +728.2% | -405.9% | +84.6% |
| All | +1,164.6% | +1,637.1% | -472.5% | +305.9% |
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