-21.0%
KKR vs FIVE
+66.7%
-87.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -7.0% | -2.7% |
| 7D | -0.9% | +4.3% | -5.1% | -1.6% |
| 30D | +2.2% | +12.5% | -10.3% | -0.3% |
| 3M | +13.1% | +31.2% | -18.2% | +6.9% |
| 6M | +15.3% | +14.4% | +0.9% | +10.8% |
| YTD | -15.0% | +33.9% | -48.9% | -22.6% |
| 1Y | -21.0% | +65.1% | -86.0% | -32.7% |
| All | -21.0% | +66.7% | -87.7% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling