+167.5%
KKR vs ABCL
-79.6%
+247.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +5.1% | +2.3% | +2.8% | +4.7% |
| 30D | +10.9% | -0.7% | +11.6% | +10.4% |
| 3M | -2.9% | +33.4% | -36.3% | -7.6% |
| 6M | -1.2% | +137.8% | -139.0% | -15.3% |
| YTD | -20.4% | +264.3% | -284.8% | -36.7% |
| 1Y | -15.4% | +209.2% | -224.6% | -31.2% |
| 3Y | +61.9% | +208.4% | -146.5% | +23.0% |
| 5Y | +38.3% | -11.9% | +50.1% | +17.7% |
| All | +167.5% | -79.6% | +247.1% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling