+711.6%
KKR vs CVE
+170.0%
+541.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +3.0% | +17.5% | -14.5% | -1.3% |
| 3M | +13.6% | +16.2% | -2.6% | +8.5% |
| 6M | +16.2% | +47.8% | -31.5% | +3.4% |
| YTD | -16.6% | +98.5% | -115.1% | -31.7% |
| 1Y | -23.2% | +109.8% | -133.0% | -38.3% |
| 3Y | +71.7% | +75.5% | -3.7% | +41.8% |
| 5Y | +74.8% | +341.6% | -266.8% | +12.9% |
| 10Y | +711.6% | +159.8% | +551.8% | +347.5% |
| All | +711.6% | +170.0% | +541.5% | +347.5% |
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