+63.2%
KKR vs KEEL
+197.5%
-134.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.2% |
| 7D | -6.2% | +2.9% | -9.1% | -6.5% |
| 30D | -8.9% | +0.8% | -9.7% | -9.4% |
| 3M | +6.3% | -35.3% | +41.6% | +9.8% |
| 6M | +16.5% | +59.4% | -42.9% | +5.0% |
| YTD | -20.3% | +51.9% | -72.2% | -28.4% |
| 1Y | -29.8% | +75.0% | -104.8% | -40.7% |
| 3Y | +63.2% | +224.5% | -161.4% | +14.2% |
| All | +63.2% | +197.5% | -134.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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