+1,584.4%
KKR vs ECL
+670.3%
+914.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.3% |
| 7D | +1.6% | +2.9% | -1.2% | -0.4% |
| 30D | +14.5% | +7.5% | +7.1% | +9.0% |
| 3M | -15.0% | +12.2% | -27.2% | -21.7% |
| 6M | +1.0% | +24.6% | -23.5% | -14.0% |
| 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% | -0.4% |
| 5Y | +29.6% | +38.8% | -9.2% | -2.2% |
| 10Y | +671.3% | +197.8% | +473.5% | +213.9% |
| All | +1,584.4% | +670.3% | +914.0% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling