+112.3%
KKR vs DOCN
+117.0%
-4.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -3.5% |
| 7D | -1.1% | +27.4% | -28.5% | -6.1% |
| 30D | +11.5% | -29.7% | +41.3% | +18.3% |
| 3M | -12.4% | -32.5% | +20.1% | -7.2% |
| 6M | -1.9% | -42.2% | +40.3% | +5.2% |
| YTD | -23.3% | +87.2% | -110.5% | -41.4% |
| 1Y | -20.4% | +86.2% | -106.7% | -39.2% |
| 3Y | +56.1% | +257.4% | -201.4% | -4.7% |
| 5Y | +28.4% | -27.4% | +55.8% | -7.0% |
| All | +112.3% | +117.0% | -4.7% | +41.8% |
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