+66.0%
KKR vs LTH
+150.3%
-84.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.9% |
| 7D | -8.1% | -3.7% | -4.4% | -6.9% |
| 30D | -9.1% | -5.3% | -3.8% | -7.6% |
| 3M | +6.4% | +24.2% | -17.8% | -1.6% |
| 6M | +12.6% | +54.8% | -42.3% | -4.5% |
| YTD | -20.4% | +56.1% | -76.5% | -32.8% |
| 1Y | -27.1% | +45.5% | -72.6% | -37.0% |
| 3Y | +63.8% | +155.9% | -92.1% | +15.0% |
| All | +66.0% | +150.3% | -84.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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