+696.7%
KKR vs MAR
+450.9%
+245.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -6.2% | -0.5% | -5.6% | -5.9% |
| 30D | -8.9% | -5.4% | -3.4% | -6.0% |
| 3M | +6.3% | -15.5% | +21.8% | +16.0% |
| 6M | +16.5% | +3.0% | +13.5% | +13.0% |
| YTD | -20.3% | +8.5% | -28.8% | -25.2% |
| 1Y | -29.8% | +26.0% | -55.7% | -39.7% |
| 3Y | +63.2% | +68.6% | -5.4% | +21.2% |
| 5Y | +68.0% | +157.4% | -89.4% | +1.1% |
| All | +696.7% | +450.9% | +245.8% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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