+1,688.1%
KKR vs DVA
+495.9%
+1,192.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | -2.2% | +2.0% | -4.2% | -2.8% |
| 30D | +0.3% | -0.4% | +0.6% | +0.2% |
| 3M | +8.8% | -7.7% | +16.5% | +10.5% |
| 6M | +14.9% | +20.0% | -5.1% | +5.7% |
| YTD | -17.9% | +61.1% | -79.0% | -33.5% |
| 1Y | -23.7% | +33.9% | -57.6% | -33.9% |
| 3Y | +69.1% | +91.5% | -22.5% | +21.9% |
| 5Y | +72.6% | +41.8% | +30.8% | +34.4% |
| 10Y | +728.2% | +187.5% | +540.7% | +319.8% |
| All | +1,688.1% | +495.9% | +1,192.2% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 all: compounded portfolio wealth divided by compounded DVA 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…
all analysis · Full analysis span regression · 6 months rolling