+695.1%
KKR vs HST
+109.4%
+585.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.3% |
| 7D | -8.1% | +0.7% | -8.8% | -8.4% |
| 30D | -9.1% | -0.7% | -8.4% | -8.9% |
| 3M | +6.4% | -4.0% | +10.4% | +8.1% |
| 6M | +12.6% | +20.7% | -8.1% | +1.3% |
| YTD | -20.4% | +31.0% | -51.5% | -31.2% |
| 1Y | -27.1% | +36.2% | -63.3% | -38.3% |
| 3Y | +63.8% | +66.6% | -2.8% | +25.6% |
| 5Y | +67.6% | +75.8% | -8.2% | +25.6% |
| All | +695.1% | +109.4% | +585.7% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling