-0.8%
CRM vs KKR
+64.7%
-65.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.4% | -6.2% | +1.7% | -1.6% |
| 30D | +28.1% | -8.9% | +37.0% | +33.7% |
| 3M | +48.8% | +6.3% | +42.6% | +43.9% |
| 6M | +28.3% | +16.5% | +11.8% | +18.1% |
| YTD | -6.0% | -20.3% | +14.2% | +2.7% |
| 1Y | +1.4% | -29.8% | +31.2% | +16.8% |
| 3Y | +11.8% | +63.2% | -51.3% | -23.0% |
| All | -0.8% | +64.7% | -65.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling