+696.7%
KKR vs CFG
+316.8%
+379.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -6.2% | -0.4% | -5.7% | -6.0% |
| 30D | -8.9% | -4.6% | -4.2% | -6.6% |
| 3M | +6.3% | +6.7% | -0.4% | +2.4% |
| 6M | +16.5% | +22.1% | -5.7% | +4.0% |
| YTD | -20.3% | +23.2% | -43.4% | -29.1% |
| 1Y | -29.8% | +40.3% | -70.1% | -41.8% |
| 3Y | +63.2% | +187.9% | -124.7% | -6.6% |
| 5Y | +68.0% | +102.0% | -34.0% | +13.2% |
| All | +696.7% | +316.8% | +379.9% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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