+651.4%
KKR vs ACM
+132.6%
+518.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +1.6% | +5.6% | -4.0% | -1.7% |
| 30D | +14.5% | +20.8% | -6.3% | +2.5% |
| 3M | -15.0% | +11.4% | -26.4% | -20.5% |
| 6M | +1.0% | +0.9% | +0.1% | -1.6% |
| YTD | -22.6% | -24.8% | +2.2% | -11.0% |
| 1Y | -18.2% | -46.4% | +28.2% | +15.3% |
| 3Y | +56.4% | -9.2% | +65.6% | +58.3% |
| 5Y | +29.6% | +5.0% | +24.6% | +21.4% |
| All | +651.4% | +132.6% | +518.8% | +337.5% |
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