+720.4%
KKR vs HST
+108.5%
+612.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +0.3% | -2.8% | +3.0% | +1.6% |
| 3M | +8.8% | -6.5% | +15.3% | +12.1% |
| 6M | +14.9% | +20.7% | -5.8% | +3.4% |
| YTD | -17.9% | +30.5% | -48.3% | -28.9% |
| 1Y | -23.7% | +36.8% | -60.5% | -35.6% |
| 3Y | +69.1% | +65.9% | +3.2% | +30.0% |
| 5Y | +72.6% | +73.9% | -1.4% | +29.9% |
| All | +720.4% | +108.5% | +612.0% | +458.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling