+117.6%
KKR vs CRBG
+118.1%
-0.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -5.1% | +1.0% | -6.0% | -5.7% |
| 30D | -10.3% | +1.0% | -11.3% | -11.0% |
| 3M | +6.5% | +22.1% | -15.7% | -8.0% |
| 6M | +19.5% | +51.0% | -31.5% | -12.1% |
| YTD | -19.3% | +17.6% | -36.9% | -28.7% |
| 1Y | -28.1% | +8.0% | -36.1% | -32.9% |
| 3Y | +63.8% | +118.0% | -54.3% | -0.5% |
| All | +117.6% | +118.1% | -0.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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