+695.1%
KKR vs CLF
+128.8%
+566.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.6% |
| 7D | -8.1% | -3.7% | -4.4% | -7.3% |
| 30D | -9.1% | -4.7% | -4.4% | -8.4% |
| 3M | +6.4% | -4.7% | +11.0% | +6.3% |
| 6M | +12.6% | +24.0% | -11.4% | +4.9% |
| YTD | -20.4% | -10.9% | -9.5% | -21.0% |
| 1Y | -27.1% | +4.0% | -31.1% | -31.8% |
| 3Y | +63.8% | -16.9% | +80.8% | +51.9% |
| 5Y | +67.6% | -49.3% | +116.9% | +66.8% |
| All | +695.1% | +128.8% | +566.3% | +400.8% |
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