+85.5%
KKR vs AUR
-35.7%
+121.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -6.2% | +1.4% | -7.6% | -6.4% |
| 30D | -8.9% | -6.4% | -2.5% | -8.1% |
| 3M | +6.3% | +7.7% | -1.4% | +4.2% |
| 6M | +16.5% | +44.5% | -28.0% | +7.5% |
| YTD | -20.3% | +67.4% | -87.7% | -28.4% |
| 1Y | -29.8% | +15.4% | -45.2% | -33.3% |
| 3Y | +63.2% | +94.8% | -31.7% | +28.1% |
| 5Y | +68.0% | -35.1% | +103.1% | +31.4% |
| All | +85.5% | -35.7% | +121.2% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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