+33.6%
KKR vs AMT
-19.0%
+52.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | +9.3% | +4.2% | +5.1% | +7.9% |
| 3M | -9.8% | +13.4% | -23.3% | -13.5% |
| 6M | +1.0% | +9.4% | -8.4% | -2.4% |
| YTD | -21.1% | +11.7% | -32.7% | -24.8% |
| 1Y | -17.0% | +7.1% | -24.1% | -19.7% |
| 3Y | +60.6% | +15.1% | +45.6% | +37.5% |
| 5Y | +33.6% | -17.9% | +51.5% | +42.2% |
| All | +33.6% | -19.0% | +52.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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