+1,750.7%
KKR vs CLF
-69.2%
+1,819.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -0.9% | +7.6% | -8.4% | -2.3% |
| 30D | +2.2% | -1.2% | +3.3% | +2.2% |
| 3M | +13.1% | -13.4% | +26.4% | +15.0% |
| 6M | +15.3% | +15.4% | -0.2% | +10.4% |
| YTD | -15.0% | -5.9% | -9.1% | -16.3% |
| 1Y | -21.0% | +18.8% | -39.8% | -26.8% |
| 3Y | +76.7% | -19.4% | +96.1% | +68.3% |
| 5Y | +74.3% | -47.7% | +122.1% | +73.8% |
| 10Y | +753.7% | +130.4% | +623.4% | +489.7% |
| All | +1,750.7% | -69.2% | +1,819.8% | +1,904.0% |
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