+651.4%
KKR vs EXPD
+335.0%
+316.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.6% | +5.5% | -3.9% | -1.8% |
| 30D | +14.5% | -0.8% | +15.3% | +14.8% |
| 3M | -15.0% | +4.1% | -19.1% | -17.5% |
| 6M | +1.0% | +25.7% | -24.7% | -13.3% |
| YTD | -22.6% | +31.4% | -54.1% | -36.8% |
| 1Y | -18.2% | +42.2% | -60.4% | -36.7% |
| 3Y | +56.4% | +77.2% | -20.8% | +1.5% |
| 5Y | +29.6% | +61.0% | -31.4% | -11.8% |
| All | +651.4% | +335.0% | +316.4% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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