+63.2%
KKR vs EFV
+90.2%
-27.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -1.0% |
| 7D | -6.2% | -0.8% | -5.4% | -5.3% |
| 30D | -8.9% | +0.6% | -9.5% | -9.4% |
| 3M | +6.3% | +7.5% | -1.3% | -2.0% |
| 6M | +16.5% | +13.0% | +3.4% | +1.0% |
| YTD | -20.3% | +18.3% | -38.6% | -35.2% |
| 1Y | -29.8% | +26.7% | -56.5% | -47.7% |
| 3Y | +63.2% | +89.6% | -26.4% | -26.6% |
| All | +63.2% | +90.2% | -27.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling