+696.7%
KKR vs DGX
+255.3%
+441.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -6.2% | -0.9% | -5.3% | -5.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.4% |
| 3M | +6.3% | +15.8% | -9.5% | -0.8% |
| 6M | +16.5% | +18.2% | -1.7% | +7.5% |
| YTD | -20.3% | +37.2% | -57.5% | -31.8% |
| 1Y | -29.8% | +30.4% | -60.1% | -38.8% |
| 3Y | +63.2% | +96.7% | -33.5% | +12.5% |
| 5Y | +68.0% | +67.2% | +0.8% | +24.2% |
| All | +696.7% | +255.3% | +441.4% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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