+651.4%
KKR vs CAPR
-65.7%
+717.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.8% | +1.0% |
| 7D | +1.6% | +5.9% | -4.3% | +1.4% |
| 30D | +14.5% | +44.6% | -30.1% | +13.5% |
| 3M | -15.0% | +126.4% | -141.3% | -17.0% |
| 6M | +1.0% | -68.6% | +69.6% | +1.8% |
| YTD | -22.6% | -67.0% | +44.3% | -22.4% |
| 1Y | -18.2% | +65.2% | -83.4% | -24.9% |
| 3Y | +56.4% | +235.6% | -179.2% | +35.8% |
| 5Y | +29.6% | +175.4% | -145.9% | +11.6% |
| All | +651.4% | -65.7% | +717.1% | +517.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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