+66.5%
KKR vs ALM
+839.2%
-772.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.6% |
| 7D | -6.2% | -11.8% | +5.7% | -5.6% |
| 30D | -8.9% | +7.8% | -16.6% | -9.4% |
| 3M | +6.3% | -9.3% | +15.5% | +6.2% |
| 6M | +16.5% | -30.5% | +46.9% | +17.4% |
| YTD | -20.3% | +75.8% | -96.1% | -24.0% |
| 1Y | -29.8% | +241.2% | -271.0% | -36.0% |
| 3Y | +63.2% | +1,872.6% | -1,809.4% | +27.0% |
| All | +66.5% | +839.2% | -772.7% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling