+651.4%
KKR vs CNP
+146.5%
+505.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +1.6% | +1.3% | +0.3% | +1.1% |
| 30D | +14.5% | +3.8% | +10.7% | +12.5% |
| 3M | -15.0% | +2.4% | -17.3% | -16.1% |
| 6M | +1.0% | -1.2% | +2.2% | +0.9% |
| YTD | -22.6% | +9.3% | -31.9% | -26.8% |
| 1Y | -18.2% | +6.4% | -24.6% | -21.7% |
| 3Y | +56.4% | +66.4% | -10.0% | +18.4% |
| 5Y | +29.6% | +75.7% | -46.1% | -4.4% |
| All | +651.4% | +146.5% | +505.0% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling