+160.1%
KKR vs ABCL
-81.2%
+241.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | +14.5% | -7.1% | +21.7% | +15.1% |
| 3M | -15.0% | +4.7% | -19.7% | -16.5% |
| 6M | +1.0% | +140.9% | -139.9% | -13.6% |
| YTD | -22.6% | +236.0% | -258.6% | -37.8% |
| 1Y | -18.2% | +217.4% | -235.6% | -33.7% |
| 3Y | +56.4% | +188.7% | -132.3% | +19.8% |
| 5Y | +29.6% | -23.5% | +53.1% | +11.7% |
| All | +160.1% | -81.2% | +241.2% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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