+728.2%
KKR vs D
+34.1%
+694.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +0.3% | -2.1% | +2.3% | +1.0% |
| 3M | +8.8% | -0.7% | +9.6% | +9.0% |
| 6M | +14.9% | +5.6% | +9.3% | +12.2% |
| YTD | -17.9% | +14.6% | -32.4% | -22.3% |
| 1Y | -23.7% | +15.3% | -39.0% | -28.2% |
| 3Y | +69.1% | +59.1% | +9.9% | +38.3% |
| 5Y | +72.6% | +3.9% | +68.6% | +65.8% |
| 10Y | +728.2% | +38.5% | +689.7% | +673.7% |
| All | +728.2% | +34.1% | +694.2% | +673.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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