-23.7%
KKR vs CMS
-0.2%
-23.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +0.3% | -1.3% | +1.5% | 0.0% |
| 3M | +8.8% | -5.4% | +14.2% | +7.2% |
| 6M | +14.9% | -10.3% | +25.2% | +11.1% |
| YTD | -17.9% | -0.2% | -17.7% | -18.5% |
| 1Y | -23.7% | -0.9% | -22.8% | -24.8% |
| All | -23.7% | -0.2% | -23.5% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling