+519.5%
COF vs KKR
+1,586.8%
-1,067.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -6.2% | +1.0% | -1.7% |
| 30D | -6.0% | -8.9% | +2.8% | -1.2% |
| 3M | +14.8% | +6.3% | +8.6% | +10.4% |
| 6M | +15.3% | +16.5% | -1.1% | +4.7% |
| YTD | -13.0% | -20.3% | +7.2% | -3.0% |
| 1Y | -5.7% | -29.8% | +24.1% | +12.4% |
| 3Y | +118.1% | +63.2% | +55.0% | +56.5% |
| 5Y | +46.2% | +68.0% | -21.7% | -1.2% |
| 10Y | +246.1% | +704.3% | -458.2% | +6.6% |
| All | +519.5% | +1,586.8% | -1,067.3% | +22.3% |
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