+708.2%
KKR vs ALM
+7,705.7%
-6,997.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | +2.2% | +32.0% | -29.8% | +2.1% |
| 3M | +13.1% | -15.0% | +28.1% | +13.1% |
| 6M | +15.3% | -10.1% | +25.4% | +15.2% |
| YTD | -15.0% | +99.4% | -114.4% | -15.2% |
| 1Y | -21.0% | +316.4% | -337.3% | -21.3% |
| 3Y | +76.7% | +2,022.0% | -1,945.3% | +75.5% |
| 5Y | +74.3% | +941.2% | -866.8% | +73.3% |
| 10Y | +753.7% | +2,950.3% | -2,196.6% | +748.8% |
| All | +708.2% | +7,705.7% | -6,997.6% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling