+651.4%
KKR vs HST
+133.7%
+517.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.6% | +3.6% | -1.9% | -0.2% |
| 30D | +14.5% | +11.2% | +3.3% | +8.4% |
| 3M | -15.0% | +13.1% | -28.1% | -20.3% |
| 6M | +1.0% | +23.9% | -22.9% | -10.2% |
| YTD | -22.6% | +52.3% | -74.9% | -38.2% |
| 1Y | -18.2% | +56.7% | -74.9% | -35.7% |
| 3Y | +56.4% | +87.5% | -31.1% | +12.4% |
| 5Y | +29.6% | +82.8% | -53.2% | -6.1% |
| All | +651.4% | +133.7% | +517.7% | +368.6% |
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