+67.6%
KKR vs KIM
+35.1%
+32.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.2% |
| 7D | -8.1% | -1.5% | -6.6% | -7.1% |
| 30D | -9.1% | -1.7% | -7.4% | -8.0% |
| 3M | +6.4% | -7.1% | +13.5% | +11.6% |
| 6M | +12.6% | +2.9% | +9.7% | +9.0% |
| YTD | -20.4% | +18.8% | -39.3% | -31.5% |
| 1Y | -27.1% | +9.4% | -36.5% | -33.0% |
| 3Y | +63.8% | +44.6% | +19.2% | +19.3% |
| 5Y | +67.6% | +37.9% | +29.7% | +34.5% |
| All | +67.6% | +35.1% | +32.6% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling