+2,144.4%
COST vs KKR
+1,637.1%
+507.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | -5.3% | +0.3% | -5.5% | -5.4% |
| 3M | -6.7% | +8.8% | -15.5% | -8.5% |
| 6M | -9.9% | +14.9% | -24.8% | -13.1% |
| YTD | +5.1% | -17.9% | +23.0% | +8.1% |
| 1Y | -7.3% | -23.7% | +16.4% | -3.6% |
| 3Y | +70.4% | +69.1% | +1.3% | +44.5% |
| 5Y | +104.4% | +72.6% | +31.9% | +68.3% |
| 10Y | +609.0% | +728.2% | -119.2% | +318.8% |
| All | +2,144.4% | +1,637.1% | +507.3% | +976.0% |
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 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