+31.2%
KKR vs BURL
-10.8%
+42.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.0% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | +14.5% | -7.7% | +22.3% | +17.4% |
| 3M | -15.0% | -31.7% | +16.7% | -4.5% |
| 6M | +1.0% | -15.2% | +16.2% | +4.8% |
| YTD | -22.6% | -15.9% | -6.7% | -19.8% |
| 1Y | -18.2% | -14.2% | -4.0% | -16.4% |
| 3Y | +56.4% | +93.5% | -37.1% | +20.0% |
| All | +31.2% | -10.8% | +42.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling