+696.7%
KKR vs CTAS
+687.6%
+9.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.9% |
| 7D | -6.2% | +0.5% | -6.7% | -6.5% |
| 30D | -8.9% | -0.7% | -8.1% | -8.4% |
| 3M | +6.3% | +11.1% | -4.8% | -2.2% |
| 6M | +16.5% | +2.1% | +14.3% | +13.1% |
| YTD | -20.3% | +8.0% | -28.2% | -25.8% |
| 1Y | -29.8% | -0.5% | -29.3% | -30.7% |
| 3Y | +63.2% | +66.2% | -3.0% | +9.4% |
| 5Y | +68.0% | +109.2% | -41.2% | -3.8% |
| All | +696.7% | +687.6% | +9.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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