+696.7%
KKR vs BNY
+416.3%
+280.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.2% | -1.3% | -4.9% | -5.2% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | +6.3% | +14.9% | -8.7% | -4.7% |
| 6M | +16.5% | +40.0% | -23.5% | -10.3% |
| YTD | -20.3% | +42.0% | -62.2% | -39.2% |
| 1Y | -29.8% | +56.9% | -86.6% | -50.3% |
| 3Y | +63.2% | +289.9% | -226.7% | -39.0% |
| 5Y | +68.0% | +259.2% | -191.2% | -34.0% |
| All | +696.7% | +416.3% | +280.4% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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