+63.1%
KKR vs BROS
+35.1%
+28.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -6.2% | -5.8% | -0.4% | -4.9% |
| 30D | -8.9% | -14.0% | +5.1% | -5.8% |
| 3M | +6.3% | -32.5% | +38.8% | +14.7% |
| 6M | +16.5% | -14.9% | +31.4% | +18.2% |
| YTD | -20.3% | -28.3% | +8.0% | -15.9% |
| 1Y | -29.8% | -34.0% | +4.2% | -24.9% |
| 3Y | +63.2% | +63.0% | +0.2% | +37.1% |
| All | +63.1% | +35.1% | +28.1% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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