+735.7%
KKR vs CVE
+136.7%
+599.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +0.1% | -10.1% | +10.2% | +2.5% |
| 30D | +7.9% | -12.1% | +20.0% | +10.7% |
| 3M | -4.4% | -1.9% | -2.5% | -4.8% |
| 6M | -4.0% | -1.8% | -2.1% | -5.2% |
| YTD | -22.6% | +65.8% | -88.4% | -34.2% |
| 1Y | -18.6% | +60.8% | -79.4% | -30.3% |
| 3Y | +60.6% | +70.1% | -9.5% | +33.1% |
| 5Y | +28.4% | +134.8% | -106.3% | -4.0% |
| 10Y | +735.7% | +130.1% | +605.6% | +365.3% |
| All | +735.7% | +136.7% | +599.0% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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