+1,716.3%
KKR vs DG
+427.1%
+1,289.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.1% |
| 7D | -0.6% | -2.5% | +1.8% | -0.2% |
| 30D | +3.0% | +1.0% | +2.0% | +2.8% |
| 3M | +13.6% | +20.3% | -6.7% | +9.5% |
| 6M | +16.2% | -11.7% | +28.0% | +18.3% |
| YTD | -16.6% | -2.3% | -14.3% | -16.9% |
| 1Y | -23.2% | +20.0% | -43.2% | -26.7% |
| 3Y | +71.7% | +7.2% | +64.5% | +61.1% |
| 5Y | +74.8% | -37.9% | +112.8% | +88.4% |
| 10Y | +711.6% | +107.3% | +604.3% | +527.6% |
| All | +1,716.3% | +427.1% | +1,289.2% | +969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling