+1,716.3%
KKR vs CAG
+46.7%
+1,669.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.6% |
| 7D | -0.6% | -5.3% | +4.6% | +0.5% |
| 30D | +3.0% | +1.0% | +2.0% | +2.8% |
| 3M | +13.6% | +17.4% | -3.7% | +9.5% |
| 6M | +16.2% | -16.8% | +33.0% | +20.4% |
| YTD | -16.6% | -6.8% | -9.8% | -16.3% |
| 1Y | -23.2% | -15.4% | -7.8% | -21.3% |
| 3Y | +71.7% | -37.1% | +108.8% | +85.4% |
| 5Y | +74.8% | -41.3% | +116.1% | +90.4% |
| 10Y | +711.6% | -35.5% | +747.0% | +708.1% |
| All | +1,716.3% | +46.7% | +1,669.7% | +934.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling