-18.2%
KKR vs CLF
+15.2%
-33.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.2% |
| 7D | +1.6% | +10.4% | -8.8% | +0.6% |
| 30D | +14.5% | +0.6% | +14.0% | +13.7% |
| 3M | -15.0% | +4.1% | -19.1% | -16.2% |
| 6M | +1.0% | +15.1% | -14.1% | -2.2% |
| YTD | -22.6% | -4.7% | -17.9% | -26.1% |
| 1Y | -18.2% | +20.4% | -38.6% | -25.8% |
| All | -18.2% | +15.2% | -33.4% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling