+63.2%
KKR vs LUNR
+228.4%
-165.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.4% |
| 7D | -6.2% | -3.1% | -3.1% | -6.0% |
| 30D | -8.9% | -15.3% | +6.5% | -7.8% |
| 3M | +6.3% | -53.2% | +59.4% | +12.3% |
| 6M | +16.5% | -22.2% | +38.7% | +15.5% |
| YTD | -20.3% | -11.6% | -8.7% | -22.8% |
| 1Y | -29.8% | +68.4% | -98.2% | -36.9% |
| 3Y | +63.2% | +216.8% | -153.6% | +36.8% |
| All | +63.2% | +228.4% | -165.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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