+1,584.4%
KKR vs EL
+322.1%
+1,262.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | +14.5% | +10.0% | +4.5% | +9.5% |
| 3M | -15.0% | +28.4% | -43.4% | -24.9% |
| 6M | +1.0% | +37.1% | -36.0% | -14.3% |
| YTD | -22.6% | +7.8% | -30.5% | -28.5% |
| 1Y | -18.2% | +26.0% | -44.3% | -30.0% |
| 3Y | +56.4% | +3.8% | +52.6% | +31.4% |
| 5Y | +29.6% | -65.2% | +94.7% | +95.2% |
| 10Y | +671.3% | +62.1% | +609.2% | +370.0% |
| All | +1,584.4% | +322.1% | +1,262.3% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling