+33.6%
KKR vs CFG
+66.4%
-32.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | +9.3% | +3.1% | +6.2% | +7.2% |
| 3M | -9.8% | -9.7% | -0.1% | -3.4% |
| 6M | +1.0% | +6.7% | -5.7% | -3.7% |
| YTD | -21.1% | +15.2% | -36.2% | -28.9% |
| 1Y | -17.0% | +28.8% | -45.7% | -30.7% |
| 3Y | +60.6% | +190.1% | -129.4% | -20.4% |
| 5Y | +33.6% | +63.4% | -29.8% | -3.9% |
| All | +33.6% | +66.4% | -32.8% | -3.9% |
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