+1,750.7%
KKR vs CMS
+636.6%
+1,114.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -0.9% | +0.4% | -1.2% | -1.0% |
| 30D | +2.2% | -3.6% | +5.8% | +3.6% |
| 3M | +13.1% | -1.9% | +15.0% | +13.5% |
| 6M | +15.3% | -11.0% | +26.2% | +20.1% |
| YTD | -15.0% | +0.2% | -15.2% | -16.0% |
| 1Y | -21.0% | -1.3% | -19.7% | -21.6% |
| 3Y | +76.7% | +35.9% | +40.8% | +49.1% |
| 5Y | +74.3% | +23.1% | +51.3% | +52.0% |
| 10Y | +753.7% | +117.9% | +635.8% | +446.9% |
| All | +1,750.7% | +636.6% | +1,114.1% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling