+696.7%
KKR vs DLR
+177.5%
+519.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -8.9% | -4.3% | -4.6% | -7.0% |
| 3M | +6.3% | +3.8% | +2.4% | +3.6% |
| 6M | +16.5% | +5.8% | +10.6% | +12.5% |
| YTD | -20.3% | +23.5% | -43.8% | -28.6% |
| 1Y | -29.8% | +11.1% | -40.9% | -34.0% |
| 3Y | +63.2% | +57.9% | +5.3% | +28.2% |
| 5Y | +68.0% | +44.0% | +24.0% | +34.5% |
| All | +696.7% | +177.5% | +519.3% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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