+696.7%
KKR vs CGNX
+193.6%
+503.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.4% |
| 7D | -6.2% | +3.2% | -9.3% | -7.4% |
| 30D | -8.9% | +6.0% | -14.9% | -11.3% |
| 3M | +6.3% | +3.5% | +2.7% | +3.4% |
| 6M | +16.5% | +26.3% | -9.8% | +3.1% |
| YTD | -20.3% | +79.2% | -99.5% | -42.1% |
| 1Y | -29.8% | +43.8% | -73.6% | -44.4% |
| 3Y | +63.2% | +52.0% | +11.2% | +18.8% |
| 5Y | +68.0% | -24.0% | +92.0% | +62.9% |
| All | +696.7% | +193.6% | +503.1% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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