+66.5%
KKR vs EL
-69.0%
+135.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -6.2% | -6.5% | +0.3% | -3.9% |
| 30D | -8.9% | +11.1% | -20.0% | -12.7% |
| 3M | +6.3% | +10.7% | -4.4% | +1.8% |
| 6M | +16.5% | +6.9% | +9.6% | +11.6% |
| YTD | -20.3% | -6.3% | -14.0% | -20.6% |
| 1Y | -29.8% | +13.5% | -43.3% | -35.6% |
| 3Y | +63.2% | -33.1% | +96.2% | +71.3% |
| All | +66.5% | -69.0% | +135.5% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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