+63.2%
KKR vs CMI
+150.2%
-87.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.5% |
| 7D | -6.2% | -0.7% | -5.5% | -5.8% |
| 30D | -8.9% | -12.4% | +3.5% | -1.9% |
| 3M | +6.3% | -14.8% | +21.0% | +15.2% |
| 6M | +16.5% | +0.8% | +15.7% | +9.6% |
| YTD | -20.3% | +10.2% | -30.4% | -30.6% |
| 1Y | -29.8% | +37.4% | -67.2% | -49.2% |
| 3Y | +63.2% | +153.3% | -90.1% | -27.2% |
| All | +63.2% | +150.2% | -87.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling