+696.7%
KKR vs KIM
+32.5%
+664.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -6.2% | -1.7% | -4.4% | -5.4% |
| 30D | -8.9% | -3.0% | -5.9% | -7.7% |
| 3M | +6.3% | -8.9% | +15.1% | +10.4% |
| 6M | +16.5% | +2.4% | +14.1% | +14.7% |
| YTD | -20.3% | +18.3% | -38.6% | -26.6% |
| 1Y | -29.8% | +8.2% | -38.0% | -32.7% |
| 3Y | +63.2% | +44.0% | +19.1% | +38.3% |
| 5Y | +68.0% | +37.3% | +30.6% | +47.4% |
| All | +696.7% | +32.5% | +664.2% | +487.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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