-18.2%
KKR vs ESTC
-3.5%
-14.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | +14.5% | -4.2% | +18.8% | +15.0% |
| 3M | -15.0% | +2.5% | -17.4% | -16.4% |
| 6M | +1.0% | +81.5% | -80.5% | -16.1% |
| YTD | -22.6% | +16.8% | -39.5% | -29.7% |
| 1Y | -18.2% | -3.5% | -14.8% | -24.0% |
| All | -18.2% | -3.5% | -14.7% | -24.0% |
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