+65.8%
KKR vs LSCC
+81.4%
-15.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -3.6% |
| 7D | +2.2% | +13.0% | -10.7% | -1.3% |
| 30D | +7.6% | -19.8% | +27.4% | +13.0% |
| 3M | -6.5% | -18.4% | +11.9% | -2.9% |
| 6M | -3.9% | -16.1% | +12.2% | -3.6% |
| YTD | -23.9% | +42.7% | -66.6% | -37.2% |
| 1Y | -18.5% | +68.0% | -86.6% | -36.6% |
| 3Y | +65.8% | +85.8% | -20.1% | +14.7% |
| All | +65.8% | +81.4% | -15.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling