+30.1%
KKR vs BURL
-7.5%
+37.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | +11.5% | -4.3% | +15.9% | +13.0% |
| 3M | -12.4% | -28.8% | +16.4% | -2.8% |
| 6M | -1.9% | -12.8% | +10.9% | +0.9% |
| YTD | -23.3% | -12.8% | -10.5% | -21.4% |
| 1Y | -20.4% | -12.3% | -8.2% | -19.2% |
| 3Y | +56.1% | +92.7% | -36.6% | +20.0% |
| All | +30.1% | -7.5% | +37.6% | +24.4% |
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