+696.7%
KKR vs CAG
-36.2%
+732.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -6.2% | -5.7% | -0.5% | -5.5% |
| 30D | -8.9% | -2.4% | -6.4% | -8.6% |
| 3M | +6.3% | +9.8% | -3.5% | +4.8% |
| 6M | +16.5% | -10.8% | +27.3% | +18.0% |
| YTD | -20.3% | -10.8% | -9.4% | -19.6% |
| 1Y | -29.8% | -19.0% | -10.8% | -28.3% |
| 3Y | +63.2% | -39.7% | +102.9% | +72.3% |
| 5Y | +68.0% | -43.0% | +110.9% | +78.3% |
| All | +696.7% | -36.2% | +732.9% | +703.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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