+67.6%
KKR vs CAG
-42.8%
+110.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.9% |
| 7D | -8.1% | -5.9% | -2.2% | -7.8% |
| 30D | -9.1% | -1.5% | -7.6% | -9.0% |
| 3M | +6.4% | +11.5% | -5.1% | +5.8% |
| 6M | +12.6% | -15.7% | +28.3% | +13.9% |
| YTD | -20.4% | -10.2% | -10.2% | -20.3% |
| 1Y | -27.1% | -18.1% | -9.0% | -26.3% |
| 3Y | +63.8% | -39.4% | +103.2% | +68.0% |
| 5Y | +67.6% | -42.6% | +110.2% | +76.0% |
| All | +67.6% | -42.8% | +110.4% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling