+309.7%
KKR vs ESTC
+19.3%
+290.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.1% |
| 7D | -8.1% | -13.2% | +5.1% | -4.3% |
| 30D | -9.1% | +9.3% | -18.4% | -12.3% |
| 3M | +6.4% | +37.3% | -31.0% | -4.6% |
| 6M | +12.6% | +61.0% | -48.4% | -4.6% |
| YTD | -20.4% | +10.7% | -31.1% | -25.0% |
| 1Y | -27.1% | -7.2% | -19.9% | -28.4% |
| 3Y | +63.8% | +7.2% | +56.6% | +42.4% |
| 5Y | +67.6% | -47.7% | +115.3% | +65.2% |
| All | +309.7% | +19.3% | +290.4% | +156.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling