+101.5%
KKR vs MAGS
+190.0%
-88.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -6.2% | +0.6% | -6.8% | -6.6% |
| 30D | -8.9% | +3.2% | -12.1% | -11.0% |
| 3M | +6.3% | +7.7% | -1.4% | 0.0% |
| 6M | +16.5% | +12.5% | +4.0% | +5.5% |
| YTD | -20.3% | +6.0% | -26.2% | -23.9% |
| 1Y | -29.8% | +14.4% | -44.2% | -37.5% |
| 3Y | +63.2% | +127.5% | -64.3% | -10.5% |
| All | +101.5% | +190.0% | -88.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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