+1,584.4%
KKR vs CLF
-68.8%
+1,653.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.5% |
| 7D | +1.6% | +10.4% | -8.8% | -0.2% |
| 30D | +14.5% | +0.6% | +14.0% | +13.5% |
| 3M | -15.0% | +4.1% | -19.1% | -16.7% |
| 6M | +1.0% | +15.1% | -14.1% | -3.8% |
| YTD | -22.6% | -4.7% | -17.9% | -24.8% |
| 1Y | -18.2% | +20.4% | -38.6% | -24.0% |
| 3Y | +56.4% | -23.4% | +79.8% | +48.9% |
| 5Y | +29.6% | -43.3% | +72.8% | +26.5% |
| 10Y | +671.3% | +80.5% | +590.8% | +447.6% |
| All | +1,584.4% | -68.8% | +1,653.2% | +1,699.8% |
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 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