+696.7%
KKR vs CAPR
-78.4%
+775.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -6.2% | -11.0% | +4.8% | -5.9% |
| 30D | -8.9% | +99.8% | -108.6% | -10.6% |
| 3M | +6.3% | -66.6% | +72.8% | +7.2% |
| 6M | +16.5% | -75.1% | +91.5% | +18.1% |
| YTD | -20.3% | -71.0% | +50.7% | -19.5% |
| 1Y | -29.8% | +30.0% | -59.8% | -35.1% |
| 3Y | +63.2% | +29.0% | +34.2% | +45.3% |
| 5Y | +68.0% | +70.8% | -2.9% | +46.2% |
| All | +696.7% | -78.4% | +775.2% | +585.3% |
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