+33.6%
KKR vs FIVE
+19.0%
+14.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +9.3% | +17.4% | -8.1% | +3.9% |
| 3M | -9.8% | +7.0% | -16.9% | -12.1% |
| 6M | +1.0% | +20.5% | -19.5% | -6.4% |
| YTD | -21.1% | +33.1% | -54.2% | -29.8% |
| 1Y | -17.0% | +67.1% | -84.0% | -31.6% |
| 3Y | +60.6% | +41.9% | +18.7% | +29.7% |
| 5Y | +33.6% | +21.1% | +12.5% | +10.1% |
| All | +33.6% | +19.0% | +14.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling