+1,636.4%
KKR vs AJG
+1,265.1%
+371.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.1% |
| 7D | -6.2% | -8.3% | +2.1% | -0.2% |
| 30D | -8.9% | -5.7% | -3.2% | -5.3% |
| 3M | +6.3% | +9.1% | -2.8% | -2.3% |
| 6M | +16.5% | +15.2% | +1.2% | +2.1% |
| YTD | -20.3% | -6.3% | -14.0% | -19.3% |
| 1Y | -29.8% | -19.1% | -10.7% | -20.9% |
| 3Y | +63.2% | +8.2% | +55.0% | +38.3% |
| 5Y | +68.0% | +75.6% | -7.7% | -6.8% |
| 10Y | +704.3% | +471.1% | +233.2% | +50.1% |
| All | +1,636.4% | +1,265.1% | +371.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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