+75.3%
KKR vs CFG
+101.5%
-26.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.1% |
| 7D | -0.6% | +2.7% | -3.3% | -2.4% |
| 30D | +3.0% | -3.7% | +6.7% | +5.5% |
| 3M | +13.6% | +9.5% | +4.2% | +6.5% |
| 6M | +16.2% | +22.2% | -6.0% | +0.9% |
| YTD | -16.6% | +22.3% | -38.9% | -27.7% |
| 1Y | -23.2% | +39.4% | -62.7% | -39.1% |
| 3Y | +71.7% | +188.5% | -116.8% | -13.7% |
| All | +75.3% | +101.5% | -26.2% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling