+1,750.7%
KKR vs CCJ
+397.5%
+1,353.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +2.2% | +6.9% | -4.7% | +0.1% |
| 3M | +13.1% | -11.6% | +24.7% | +16.2% |
| 6M | +15.3% | -16.2% | +31.5% | +19.1% |
| YTD | -15.0% | +10.1% | -25.1% | -19.7% |
| 1Y | -21.0% | +32.3% | -53.3% | -30.7% |
| 3Y | +76.7% | +171.3% | -94.6% | +19.1% |
| 5Y | +74.3% | +372.4% | -298.0% | -5.5% |
| 10Y | +753.7% | +1,070.0% | -316.3% | +193.9% |
| All | +1,750.7% | +397.5% | +1,353.2% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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