+75.0%
KKR vs HTZ
-92.5%
+167.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.1% | -2.0% |
| 7D | -1.3% | -27.4% | +26.2% | +2.6% |
| 30D | +9.3% | -11.4% | +20.7% | +10.4% |
| 3M | -9.8% | -33.1% | +23.2% | -6.3% |
| 6M | +1.0% | -73.5% | +74.5% | +16.0% |
| YTD | -21.1% | -68.1% | +47.0% | -12.9% |
| 1Y | -17.0% | -74.3% | +57.3% | -5.7% |
| 3Y | +60.6% | -80.9% | +141.5% | +74.2% |
| 5Y | +33.6% | -93.8% | +127.4% | +81.6% |
| All | +75.0% | -92.5% | +167.6% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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