+1,636.4%
KKR vs CBOE
+1,200.9%
+435.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.9% |
| 7D | -6.2% | -5.8% | -0.4% | -4.5% |
| 30D | -8.9% | -3.1% | -5.7% | -8.2% |
| 3M | +6.3% | -4.8% | +11.0% | +6.7% |
| 6M | +16.5% | -0.6% | +17.0% | +14.1% |
| YTD | -20.3% | +12.8% | -33.0% | -25.3% |
| 1Y | -29.8% | +19.8% | -49.6% | -35.7% |
| 3Y | +63.2% | +86.9% | -23.8% | +21.5% |
| 5Y | +68.0% | +136.5% | -68.6% | +12.9% |
| 10Y | +704.3% | +368.4% | +335.9% | +292.0% |
| All | +1,636.4% | +1,200.9% | +435.6% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling