+31.2%
KKR vs ECL
+38.6%
-7.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.2% |
| 7D | +1.6% | +2.9% | -1.2% | -0.3% |
| 30D | +14.5% | +7.5% | +7.1% | +9.2% |
| 3M | -15.0% | +12.2% | -27.2% | -21.5% |
| 6M | +1.0% | +24.6% | -23.5% | -13.8% |
| YTD | -22.6% | +18.8% | -41.4% | -32.5% |
| 1Y | -18.2% | +19.3% | -37.5% | -29.0% |
| 3Y | +56.4% | +78.2% | -21.8% | -3.5% |
| All | +31.2% | +38.6% | -7.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling