+114.1%
KKR vs DOCN
+108.0%
+6.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.7% |
| 7D | +1.6% | +19.1% | -17.5% | -2.1% |
| 30D | +14.5% | -21.0% | +35.6% | +18.8% |
| 3M | -15.0% | -34.7% | +19.8% | -9.4% |
| 6M | +1.0% | -45.8% | +46.8% | +9.8% |
| YTD | -22.6% | +79.4% | -102.0% | -40.4% |
| 1Y | -18.2% | +91.0% | -109.2% | -38.0% |
| 3Y | +56.4% | +237.5% | -181.1% | -3.4% |
| 5Y | +29.6% | -30.4% | +60.0% | -5.4% |
| All | +114.1% | +108.0% | +6.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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