-17.0%
KKR vs CMS
-2.8%
-14.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.3% | -1.1% | -0.2% | -1.4% |
| 30D | +9.3% | +6.6% | +2.8% | +10.7% |
| 3M | -9.8% | +0.8% | -10.7% | -10.2% |
| 6M | +1.0% | -3.3% | +4.3% | -1.2% |
| YTD | -21.1% | +2.7% | -23.8% | -19.2% |
| 1Y | -17.0% | -4.0% | -12.9% | -16.3% |
| All | -17.0% | -2.8% | -14.1% | -16.3% |
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 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