+696.7%
KKR vs JD
+20.6%
+676.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.2% | -4.2% | -1.9% | -5.2% |
| 30D | -8.9% | -14.4% | +5.5% | -5.5% |
| 3M | +6.3% | -3.6% | +9.8% | +6.7% |
| 6M | +16.5% | -0.3% | +16.8% | +15.5% |
| YTD | -20.3% | -2.4% | -17.9% | -20.6% |
| 1Y | -29.8% | -18.5% | -11.3% | -27.2% |
| 3Y | +63.2% | -7.0% | +70.2% | +54.9% |
| 5Y | +68.0% | -61.7% | +129.7% | +88.4% |
| All | +696.7% | +20.6% | +676.1% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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