+242.0%
COF vs KKR
+710.9%
-468.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -5.1% | -6.2% | +1.0% | -1.2% |
| 30D | -6.0% | -8.9% | +2.8% | -0.6% |
| 3M | +14.8% | +6.3% | +8.6% | +9.7% |
| 6M | +15.3% | +16.5% | -1.1% | +3.1% |
| YTD | -13.0% | -20.3% | +7.2% | -1.7% |
| 1Y | -5.7% | -29.8% | +24.1% | +15.0% |
| 3Y | +118.1% | +63.2% | +55.0% | +44.4% |
| 5Y | +46.2% | +68.0% | -21.7% | -11.5% |
| All | +242.0% | +710.9% | -468.9% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling