+92.0%
KKR vs BAM
+81.2%
+10.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +1.6% | -2.7% | +4.3% | +3.9% |
| 30D | +14.5% | +15.5% | -1.0% | +1.3% |
| 3M | -15.0% | -6.9% | -8.1% | -9.9% |
| 6M | +1.0% | +9.9% | -8.9% | -6.8% |
| YTD | -22.6% | +1.4% | -24.0% | -23.4% |
| 1Y | -18.2% | +3.3% | -21.5% | -20.1% |
| 3Y | +56.4% | +83.6% | -27.3% | +9.0% |
| All | +92.0% | +81.2% | +10.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling