+1,750.7%
KKR vs KIM
+252.0%
+1,498.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +2.2% | -4.0% | +6.1% | +4.2% |
| 3M | +13.1% | +0.5% | +12.5% | +12.3% |
| 6M | +15.3% | +3.6% | +11.6% | +12.6% |
| YTD | -15.0% | +20.4% | -35.4% | -23.2% |
| 1Y | -21.0% | +9.7% | -30.7% | -25.2% |
| 3Y | +76.7% | +46.0% | +30.7% | +45.3% |
| 5Y | +74.3% | +34.4% | +39.9% | +50.7% |
| 10Y | +753.7% | +29.3% | +724.4% | +607.2% |
| All | +1,750.7% | +252.0% | +1,498.6% | +606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling