+66.5%
KKR vs CG
-2.7%
+69.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.5% |
| 7D | -6.2% | -9.9% | +3.7% | +1.7% |
| 30D | -8.9% | -11.7% | +2.8% | +0.2% |
| 3M | +6.3% | -4.3% | +10.5% | +9.6% |
| 6M | +16.5% | -8.8% | +25.2% | +24.4% |
| YTD | -20.3% | -26.9% | +6.6% | +1.0% |
| 1Y | -29.8% | -35.4% | +5.6% | -2.3% |
| 3Y | +63.2% | +43.0% | +20.1% | +19.0% |
| All | +66.5% | -2.7% | +69.2% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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