+110.7%
KKR vs MAGS
+186.6%
-75.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | -0.6% | +1.2% | -1.9% | -1.6% |
| 30D | +3.0% | -0.1% | +3.1% | +3.2% |
| 3M | +13.6% | +3.8% | +9.8% | +10.0% |
| 6M | +16.2% | +13.2% | +3.0% | +4.6% |
| YTD | -16.6% | +4.7% | -21.3% | -19.7% |
| 1Y | -23.2% | +14.4% | -37.6% | -31.7% |
| 3Y | +71.7% | +128.6% | -56.8% | -5.8% |
| All | +110.7% | +186.6% | -75.9% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling