+696.7%
KKR vs CMS
+118.9%
+577.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -6.2% | -1.9% | -4.3% | -5.6% |
| 30D | -8.9% | -4.1% | -4.8% | -7.6% |
| 3M | +6.3% | -7.1% | +13.3% | +8.6% |
| 6M | +16.5% | -10.1% | +26.5% | +20.0% |
| YTD | -20.3% | -1.7% | -18.5% | -20.6% |
| 1Y | -29.8% | -3.4% | -26.4% | -29.8% |
| 3Y | +63.2% | +31.6% | +31.6% | +42.4% |
| 5Y | +68.0% | +23.3% | +44.7% | +48.9% |
| All | +696.7% | +118.9% | +577.9% | +573.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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