+1,584.4%
KKR vs KIM
+281.1%
+1,303.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +14.5% | +14.1% | +0.4% | +7.4% |
| 3M | -15.0% | +6.0% | -21.0% | -17.3% |
| 6M | +1.0% | +13.2% | -12.2% | -5.3% |
| YTD | -22.6% | +30.4% | -53.0% | -32.7% |
| 1Y | -18.2% | +31.0% | -49.2% | -29.0% |
| 3Y | +56.4% | +67.6% | -11.2% | +20.6% |
| 5Y | +29.6% | +35.8% | -6.2% | +11.2% |
| 10Y | +671.3% | +63.7% | +607.7% | +456.4% |
| All | +1,584.4% | +281.1% | +1,303.3% | +518.4% |
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