+31.2%
KKR vs HWM
+591.3%
-560.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | +1.6% | +7.3% | -5.7% | -2.5% |
| 30D | +14.5% | +1.6% | +13.0% | +12.1% |
| 3M | -15.0% | -21.9% | +6.9% | -3.5% |
| 6M | +1.0% | -19.0% | +20.1% | +11.5% |
| YTD | -22.6% | +7.9% | -30.6% | -31.5% |
| 1Y | -18.2% | +9.9% | -28.1% | -28.8% |
| 3Y | +56.4% | +342.1% | -285.8% | -52.8% |
| All | +31.2% | +591.3% | -560.0% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 5y: compounded portfolio wealth divided by compounded HWM 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…
5y analysis · Full analysis span regression · 6 months rolling