+74.8%
KKR vs CMS
+26.5%
+48.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | -0.6% | +1.2% | -1.9% | -0.9% |
| 30D | +3.0% | -3.2% | +6.2% | +3.7% |
| 3M | +13.6% | -2.2% | +15.9% | +13.8% |
| 6M | +16.2% | -9.4% | +25.6% | +18.3% |
| YTD | -16.6% | +0.7% | -17.3% | -17.5% |
| 1Y | -23.2% | +0.4% | -23.6% | -24.1% |
| 3Y | +71.7% | +35.2% | +36.5% | +50.9% |
| 5Y | +74.8% | +24.1% | +50.7% | +57.4% |
| All | +74.8% | +26.5% | +48.3% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling