+66.5%
KKR vs CMI
+164.8%
-98.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | -6.2% | -0.7% | -5.5% | -5.7% |
| 30D | -8.9% | -12.4% | +3.5% | -0.9% |
| 3M | +6.3% | -14.8% | +21.0% | +16.5% |
| 6M | +16.5% | +0.8% | +15.7% | +9.8% |
| YTD | -20.3% | +10.2% | -30.4% | -30.6% |
| 1Y | -29.8% | +37.4% | -67.2% | -49.3% |
| 3Y | +63.2% | +153.3% | -90.1% | -29.0% |
| All | +66.5% | +164.8% | -98.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling