+31.2%
KKR vs CPB
-33.2%
+64.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.8% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | +14.5% | +19.2% | -4.7% | +14.3% |
| 3M | -15.0% | -0.9% | -14.0% | -15.2% |
| 6M | +1.0% | +15.2% | -14.2% | +0.9% |
| YTD | -22.6% | -13.1% | -9.6% | -23.0% |
| 1Y | -18.2% | -22.4% | +4.2% | -18.6% |
| 3Y | +56.4% | -35.3% | +91.7% | +54.4% |
| All | +31.2% | -33.2% | +64.5% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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