+1,569.8%
KKR vs CMS
+650.8%
+919.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | +11.5% | +5.3% | +6.3% | +9.3% |
| 3M | -12.4% | -0.3% | -12.0% | -12.2% |
| 6M | -1.9% | -4.0% | +2.1% | -0.7% |
| YTD | -23.3% | +2.1% | -25.5% | -24.8% |
| 1Y | -20.4% | -4.7% | -15.7% | -19.7% |
| 3Y | +56.1% | +36.8% | +19.2% | +31.6% |
| 5Y | +28.4% | +34.9% | -6.4% | +7.6% |
| 10Y | +664.6% | +134.7% | +530.0% | +372.5% |
| All | +1,569.8% | +650.8% | +919.0% | +225.9% |
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