+63.2%
KKR vs DGX
+96.4%
-33.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | +6.3% | +15.8% | -9.5% | +4.2% |
| 6M | +16.5% | +18.2% | -1.7% | +13.8% |
| YTD | -20.3% | +37.2% | -57.5% | -24.1% |
| 1Y | -29.8% | +30.4% | -60.1% | -32.7% |
| 3Y | +63.2% | +96.7% | -33.5% | +44.3% |
| All | +63.2% | +96.4% | -33.2% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling