+644.9%
KKR vs CLF
+80.0%
+565.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -1.1% | +16.0% | -17.1% | -4.4% |
| 30D | +11.5% | +1.6% | +9.9% | +10.0% |
| 3M | -12.4% | +6.7% | -19.0% | -15.1% |
| 6M | -1.9% | +21.1% | -23.0% | -8.9% |
| YTD | -23.3% | -1.6% | -21.7% | -26.7% |
| 1Y | -20.4% | +18.5% | -38.9% | -27.4% |
| 3Y | +56.1% | -21.0% | +77.1% | +44.6% |
| 5Y | +28.4% | -41.4% | +69.8% | +22.5% |
| All | +644.9% | +80.0% | +565.0% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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