+118.8%
KKR vs EXE
+182.2%
-63.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -6.2% | -3.1% | -3.0% | -5.4% |
| 30D | -8.9% | -0.9% | -7.9% | -8.7% |
| 3M | +6.3% | +9.6% | -3.3% | +3.3% |
| 6M | +16.5% | -11.6% | +28.1% | +19.8% |
| YTD | -20.3% | -12.6% | -7.7% | -18.3% |
| 1Y | -29.8% | +1.2% | -31.0% | -31.8% |
| 3Y | +63.2% | +18.0% | +45.1% | +50.1% |
| 5Y | +68.0% | +101.1% | -33.1% | +38.3% |
| All | +118.8% | +182.2% | -63.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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