+68.0%
KKR vs CTAS
+66.0%
+2.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | +1.0% | -3.2% | -2.7% |
| 30D | +0.3% | -1.1% | +1.3% | +0.8% |
| 3M | +8.8% | +11.5% | -2.7% | +1.4% |
| 6M | +14.9% | +0.2% | +14.7% | +14.5% |
| YTD | -17.9% | +7.2% | -25.1% | -22.0% |
| 1Y | -23.7% | 0.0% | -23.7% | -24.1% |
| All | +68.0% | +66.0% | +2.0% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling