+33.6%
KKR vs CNH
-11.0%
+44.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.6% |
| 7D | -1.3% | +6.7% | -7.9% | -4.3% |
| 30D | +9.3% | +7.2% | +2.1% | +5.4% |
| 3M | -9.8% | +17.5% | -27.3% | -18.1% |
| 6M | +1.0% | +15.0% | -14.0% | -8.4% |
| YTD | -21.1% | +36.8% | -57.8% | -36.0% |
| 1Y | -17.0% | +27.6% | -44.6% | -30.2% |
| 3Y | +60.6% | +34.3% | +26.3% | +25.6% |
| 5Y | +33.6% | -12.2% | +45.8% | +29.2% |
| All | +33.6% | -11.0% | +44.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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