+696.7%
KKR vs DG
+101.8%
+595.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -6.2% | -6.5% | +0.3% | -5.2% |
| 30D | -8.9% | +4.2% | -13.0% | -9.5% |
| 3M | +6.3% | +9.5% | -3.2% | +4.5% |
| 6M | +16.5% | -13.1% | +29.6% | +18.5% |
| YTD | -20.3% | -4.8% | -15.4% | -20.2% |
| 1Y | -29.8% | +20.6% | -50.4% | -32.7% |
| 3Y | +63.2% | +4.9% | +58.2% | +55.4% |
| 5Y | +68.0% | -37.9% | +105.8% | +86.1% |
| All | +696.7% | +101.8% | +595.0% | +508.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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