+696.7%
KKR vs EXEL
+375.2%
+321.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -6.2% | -4.9% | -1.3% | -5.2% |
| 30D | -8.9% | +11.4% | -20.2% | -11.0% |
| 3M | +6.3% | +4.9% | +1.4% | +4.9% |
| 6M | +16.5% | +34.4% | -18.0% | +8.6% |
| YTD | -20.3% | +28.0% | -48.3% | -25.1% |
| 1Y | -29.8% | +43.6% | -73.4% | -36.0% |
| 3Y | +63.2% | +155.2% | -92.0% | +28.0% |
| 5Y | +68.0% | +181.2% | -113.2% | +27.1% |
| All | +696.7% | +375.2% | +321.5% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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