+651.4%
KKR vs EXC
+205.3%
+446.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +14.5% | +8.6% | +6.0% | +10.8% |
| 3M | -15.0% | +2.4% | -17.4% | -15.8% |
| 6M | +1.0% | +6.5% | -5.4% | -2.0% |
| YTD | -22.6% | +9.0% | -31.7% | -26.4% |
| 1Y | -18.2% | +4.6% | -22.8% | -20.9% |
| 3Y | +56.4% | +33.5% | +22.9% | +30.6% |
| 5Y | +29.6% | +41.4% | -11.8% | +4.4% |
| All | +651.4% | +205.3% | +446.1% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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