+1,688.1%
KKR vs BG
+241.6%
+1,446.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +0.5% | -2.7% | -2.5% |
| 30D | +0.3% | +10.3% | -10.1% | -3.7% |
| 3M | +8.8% | -1.9% | +10.7% | +8.6% |
| 6M | +14.9% | +5.2% | +9.7% | +10.8% |
| YTD | -17.9% | +41.2% | -59.0% | -29.8% |
| 1Y | -23.7% | +50.5% | -74.2% | -37.1% |
| 3Y | +69.1% | +19.9% | +49.2% | +48.9% |
| 5Y | +72.6% | +86.7% | -14.2% | +21.7% |
| 10Y | +728.2% | +167.5% | +560.8% | +339.8% |
| All | +1,688.1% | +241.6% | +1,446.5% | +711.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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