-21.0%
KKR vs ESTC
+7.3%
-28.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -0.9% |
| 7D | -0.9% | -8.1% | +7.2% | +0.9% |
| 30D | +2.2% | +31.7% | -29.5% | -4.7% |
| 3M | +13.1% | +41.1% | -28.0% | +3.7% |
| 6M | +15.3% | +77.1% | -61.8% | -1.3% |
| YTD | -15.0% | +21.7% | -36.7% | -22.9% |
| 1Y | -21.0% | +8.4% | -29.4% | -27.8% |
| All | -21.0% | +7.3% | -28.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling