+31.2%
KKR vs ESTC
-52.1%
+83.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +1.6% | +2.4% | -0.8% | +0.9% |
| 30D | +14.5% | -4.2% | +18.8% | +15.3% |
| 3M | -15.0% | +2.5% | -17.4% | -16.8% |
| 6M | +1.0% | +81.5% | -80.5% | -17.4% |
| YTD | -22.6% | +16.8% | -39.5% | -28.6% |
| 1Y | -18.2% | -3.5% | -14.8% | -20.7% |
| 3Y | +56.4% | +17.7% | +38.7% | +31.4% |
| All | +31.2% | -52.1% | +83.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling