+1,716.3%
KKR vs DD
+311.0%
+1,405.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | +3.0% | -7.4% | +10.5% | +7.9% |
| 3M | +13.6% | -6.4% | +20.1% | +18.0% |
| 6M | +16.2% | -2.5% | +18.7% | +16.2% |
| YTD | -16.6% | +10.2% | -26.8% | -23.0% |
| 1Y | -23.2% | +36.9% | -60.2% | -38.3% |
| 3Y | +71.7% | +47.0% | +24.7% | +29.6% |
| 5Y | +74.8% | +63.1% | +11.7% | +24.4% |
| 10Y | +711.6% | +68.2% | +643.4% | +403.6% |
| All | +1,716.3% | +311.0% | +1,405.3% | +506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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