+696.7%
KKR vs DTE
+137.8%
+558.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -6.2% | -2.6% | -3.6% | -4.9% |
| 30D | -8.9% | -4.4% | -4.5% | -6.8% |
| 3M | +6.3% | -8.3% | +14.6% | +10.7% |
| 6M | +16.5% | -8.1% | +24.5% | +20.7% |
| YTD | -20.3% | +4.4% | -24.7% | -23.1% |
| 1Y | -29.8% | +0.2% | -30.0% | -30.9% |
| 3Y | +63.2% | +42.6% | +20.6% | +29.6% |
| 5Y | +68.0% | +31.5% | +36.5% | +38.7% |
| All | +696.7% | +137.8% | +558.9% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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