+696.7%
KKR vs CLX
-3.7%
+700.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -6.2% | -5.7% | -0.5% | -5.4% |
| 30D | -8.9% | -17.0% | +8.2% | -6.4% |
| 3M | +6.3% | -9.7% | +15.9% | +7.8% |
| 6M | +16.5% | -19.8% | +36.3% | +19.9% |
| YTD | -20.3% | -9.8% | -10.4% | -19.7% |
| 1Y | -29.8% | -26.2% | -3.6% | -27.1% |
| 3Y | +63.2% | -36.2% | +99.4% | +72.8% |
| 5Y | +68.0% | -38.3% | +106.3% | +75.7% |
| All | +696.7% | -3.7% | +700.4% | +679.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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