+66.5%
KKR vs CBOE
+136.7%
-70.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.4% |
| 7D | -6.2% | -5.8% | -0.4% | -5.8% |
| 30D | -8.9% | -3.1% | -5.7% | -8.7% |
| 3M | +6.3% | -4.8% | +11.0% | +6.3% |
| 6M | +16.5% | -0.6% | +17.0% | +15.3% |
| YTD | -20.3% | +12.8% | -33.0% | -22.6% |
| 1Y | -29.8% | +19.8% | -49.6% | -32.5% |
| 3Y | +63.2% | +86.9% | -23.8% | +25.4% |
| All | +66.5% | +136.7% | -70.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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