+1,716.3%
KKR vs MAR
+1,191.0%
+525.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.5% |
| 7D | -0.6% | -1.7% | +1.1% | +0.4% |
| 30D | +3.0% | -6.9% | +9.9% | +7.3% |
| 3M | +13.6% | -15.8% | +29.5% | +24.7% |
| 6M | +16.2% | +1.9% | +14.3% | +13.3% |
| YTD | -16.6% | +6.6% | -23.2% | -21.1% |
| 1Y | -23.2% | +23.7% | -46.9% | -33.7% |
| 3Y | +71.7% | +64.6% | +7.1% | +27.5% |
| 5Y | +74.8% | +156.4% | -81.5% | +1.5% |
| 10Y | +711.6% | +415.4% | +296.2% | +175.0% |
| All | +1,716.3% | +1,191.0% | +525.3% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling