+189.1%
KKR vs JAAA
+29.3%
+159.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.0% |
| 7D | -8.1% | +0.1% | -8.2% | -8.4% |
| 30D | -9.1% | +0.4% | -9.5% | -10.5% |
| 3M | +6.4% | +1.2% | +5.2% | +2.0% |
| 6M | +12.6% | +2.7% | +9.9% | +2.9% |
| YTD | -20.4% | +3.2% | -23.6% | -28.3% |
| 1Y | -27.1% | +4.8% | -31.9% | -37.4% |
| 3Y | +63.8% | +19.0% | +44.9% | +16.9% |
| 5Y | +67.6% | +26.8% | +40.8% | +7.0% |
| All | +189.1% | +29.3% | +159.9% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 all: compounded portfolio wealth divided by compounded JAAA 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…
all analysis · Full analysis span regression · 6 months rolling