+696.7%
KKR vs ACM
+134.0%
+562.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -6.2% | -4.6% | -1.6% | -3.7% |
| 30D | -8.9% | +4.1% | -12.9% | -11.1% |
| 3M | +6.3% | -8.3% | +14.6% | +9.8% |
| 6M | +16.5% | -30.1% | +46.5% | +39.7% |
| YTD | -20.3% | -32.6% | +12.3% | -2.8% |
| 1Y | -29.8% | -49.6% | +19.8% | +0.7% |
| 3Y | +63.2% | -23.0% | +86.2% | +82.1% |
| 5Y | +68.0% | +2.0% | +66.0% | +61.5% |
| All | +696.7% | +134.0% | +562.7% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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