+71.7%
KKR vs HST
+68.6%
+3.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -0.6% | +2.0% | -2.6% | -2.1% |
| 30D | +3.0% | -5.2% | +8.3% | +6.9% |
| 3M | +13.6% | -6.2% | +19.9% | +18.2% |
| 6M | +16.2% | +20.4% | -4.2% | -1.4% |
| YTD | -16.6% | +30.6% | -47.2% | -33.5% |
| 1Y | -23.2% | +37.4% | -60.6% | -41.5% |
| 3Y | +71.7% | +66.1% | +5.6% | +6.8% |
| All | +71.7% | +68.6% | +3.1% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling