+1,632.5%
KKR vs CLF
-68.3%
+1,700.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +1.9% |
| 7D | +5.1% | -9.1% | +14.1% | +6.5% |
| 30D | +10.9% | -0.9% | +11.8% | +10.2% |
| 3M | -2.9% | +3.0% | -5.8% | -4.6% |
| 6M | -1.2% | +16.7% | -17.9% | -6.2% |
| YTD | -20.4% | -3.2% | -17.3% | -22.9% |
| 1Y | -15.4% | +24.6% | -40.0% | -21.9% |
| 3Y | +61.9% | -22.3% | +84.2% | +53.8% |
| 5Y | +38.3% | -41.2% | +79.5% | +34.2% |
| 10Y | +720.6% | +83.5% | +637.1% | +481.1% |
| All | +1,632.5% | -68.3% | +1,700.8% | +1,746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling