+635.6%
KKR vs ALM
+3,551.9%
-2,916.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.9% | +0.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +14.5% | -19.3% | +33.9% | +14.6% |
| 3M | -15.0% | -40.6% | +25.7% | -14.9% |
| 6M | +1.0% | -57.9% | +58.9% | +1.2% |
| YTD | -22.6% | -6.7% | -16.0% | -22.7% |
| 1Y | -18.2% | +20.2% | -38.4% | -18.3% |
| 3Y | +56.4% | +879.4% | -823.1% | +55.6% |
| 5Y | +29.6% | +415.3% | -385.7% | +29.0% |
| 10Y | +671.3% | +2,100.8% | -1,429.5% | +668.4% |
| All | +635.6% | +3,551.9% | -2,916.3% | +635.5% |
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