+687.0%
KKR vs CMS
+137.8%
+549.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | +9.3% | +6.6% | +2.8% | +7.0% |
| 3M | -9.8% | +0.8% | -10.7% | -10.1% |
| 6M | +1.0% | -3.3% | +4.3% | +1.8% |
| YTD | -21.1% | +2.7% | -23.8% | -22.5% |
| 1Y | -17.0% | -4.0% | -12.9% | -16.5% |
| 3Y | +60.6% | +37.6% | +23.0% | +37.9% |
| 5Y | +33.6% | +35.4% | -1.9% | +14.2% |
| 10Y | +687.0% | +136.0% | +551.0% | +571.1% |
| All | +687.0% | +137.8% | +549.3% | +571.1% |
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