+644.9%
KKR vs M
-8.5%
+653.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +11.5% | +7.0% | +4.5% | +9.6% |
| 3M | -12.4% | +3.1% | -15.5% | -13.2% |
| 6M | -1.9% | +33.5% | -35.4% | -9.5% |
| YTD | -23.3% | +13.4% | -36.7% | -26.6% |
| 1Y | -20.4% | +22.4% | -42.9% | -25.4% |
| 3Y | +56.1% | +150.9% | -94.8% | +17.0% |
| 5Y | +28.4% | -3.0% | +31.5% | +15.1% |
| All | +644.9% | -8.5% | +653.4% | +418.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling