+28.4%
KKR vs KIM
+33.6%
-5.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -1.1% | -0.7% | -0.5% | -0.6% |
| 30D | +11.5% | +13.4% | -1.9% | +1.6% |
| 3M | -12.4% | +6.5% | -18.9% | -16.4% |
| 6M | -1.9% | +10.6% | -12.5% | -9.7% |
| YTD | -23.3% | +29.9% | -53.2% | -38.4% |
| 1Y | -20.4% | +29.6% | -50.0% | -36.0% |
| 3Y | +56.1% | +64.1% | -8.0% | +2.2% |
| 5Y | +28.4% | +35.3% | -6.9% | 0.0% |
| All | +28.4% | +33.6% | -5.2% | 0.0% |
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