+696.7%
KKR vs EXPE
+169.0%
+527.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -6.2% | -5.8% | -0.4% | -4.1% |
| 30D | -8.9% | -13.6% | +4.8% | -3.9% |
| 3M | +6.3% | +25.2% | -18.9% | -4.1% |
| 6M | +16.5% | +22.3% | -5.9% | +5.5% |
| YTD | -20.3% | -0.3% | -20.0% | -22.4% |
| 1Y | -29.8% | +27.8% | -57.6% | -38.7% |
| 3Y | +63.2% | +162.4% | -99.3% | +3.7% |
| 5Y | +68.0% | +95.8% | -27.9% | +13.0% |
| All | +696.7% | +169.0% | +527.8% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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