+108.2%
KKR vs COMP
-51.7%
+159.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.3% |
| 7D | -1.3% | +2.2% | -3.5% | -2.0% |
| 30D | +9.3% | +16.3% | -7.0% | +5.7% |
| 3M | -9.8% | -19.1% | +9.3% | -6.6% |
| 6M | +1.0% | +17.1% | -16.1% | -3.4% |
| YTD | -21.1% | -2.9% | -18.1% | -23.0% |
| 1Y | -17.0% | +8.8% | -25.8% | -20.9% |
| 3Y | +60.6% | +423.5% | -362.8% | +4.6% |
| 5Y | +33.6% | -10.5% | +44.1% | +7.7% |
| All | +108.2% | -51.7% | +159.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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