+63.2%
KKR vs BRO
-7.6%
+70.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.2% | -7.3% | +1.2% | -4.1% |
| 30D | -8.9% | -6.9% | -2.0% | -7.0% |
| 3M | +6.3% | +10.7% | -4.4% | +2.3% |
| 6M | +16.5% | -2.7% | +19.2% | +16.7% |
| YTD | -20.3% | -16.3% | -3.9% | -15.7% |
| 1Y | -29.8% | -29.1% | -0.7% | -20.8% |
| 3Y | +63.2% | -7.8% | +71.0% | +76.2% |
| All | +63.2% | -7.6% | +70.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling