+74.8%
KKR vs ALLY
-0.2%
+75.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | +0.2% |
| 7D | -0.6% | +1.0% | -1.7% | -1.3% |
| 30D | +3.0% | -3.3% | +6.3% | +5.2% |
| 3M | +13.6% | +0.5% | +13.2% | +13.1% |
| 6M | +16.2% | +12.6% | +3.6% | +7.4% |
| YTD | -16.6% | -4.7% | -11.9% | -14.4% |
| 1Y | -23.2% | +5.2% | -28.4% | -25.8% |
| 3Y | +71.7% | +66.5% | +5.2% | +23.6% |
| 5Y | +74.8% | +0.2% | +74.6% | +58.4% |
| All | +74.8% | -0.2% | +75.1% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling