+1,750.7%
KKR vs CTAS
+3,742.6%
-1,991.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.6% |
| 7D | -0.9% | -1.8% | +0.9% | +0.4% |
| 30D | +2.2% | -0.2% | +2.4% | +2.3% |
| 3M | +13.1% | +11.7% | +1.4% | +3.5% |
| 6M | +15.3% | +0.7% | +14.5% | +12.9% |
| YTD | -15.0% | +7.4% | -22.4% | -20.6% |
| 1Y | -21.0% | -2.1% | -18.9% | -21.2% |
| 3Y | +76.7% | +62.9% | +13.8% | +20.1% |
| 5Y | +74.3% | +111.9% | -37.5% | -0.9% |
| 10Y | +753.7% | +652.2% | +101.5% | +87.7% |
| All | +1,750.7% | +3,742.6% | -1,991.9% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling