+72.6%
KKR vs ESTC
-46.4%
+118.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -2.2% | -3.3% | +1.2% | -1.3% |
| 30D | +0.3% | +13.4% | -13.2% | -4.2% |
| 3M | +8.8% | +41.3% | -32.5% | -3.0% |
| 6M | +14.9% | +62.6% | -47.7% | -2.8% |
| YTD | -17.9% | +14.8% | -32.6% | -23.4% |
| 1Y | -23.7% | -5.1% | -18.6% | -25.5% |
| 3Y | +69.1% | +11.2% | +57.9% | +45.1% |
| 5Y | +72.6% | -47.0% | +119.5% | +60.7% |
| All | +72.6% | -46.4% | +118.9% | +60.7% |
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