+651.4%
KKR vs ALM
+2,100.8%
-1,449.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.9% | +0.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +14.5% | -19.3% | +33.9% | +15.5% |
| 3M | -15.0% | -40.6% | +25.7% | -13.3% |
| 6M | +1.0% | -57.9% | +58.9% | +4.1% |
| YTD | -22.6% | -6.7% | -16.0% | -23.5% |
| 1Y | -18.2% | +20.2% | -38.4% | -20.2% |
| 3Y | +56.4% | +879.4% | -823.1% | +35.9% |
| 5Y | +29.6% | +415.3% | -385.7% | +14.0% |
| All | +651.4% | +2,100.8% | -1,449.4% | +549.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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