+693.3%
KKR vs MAS
+217.0%
+476.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.7% |
| 7D | +5.1% | +3.6% | +1.5% | +2.6% |
| 30D | +10.9% | +23.8% | -12.9% | -4.0% |
| 3M | -2.9% | +14.4% | -17.3% | -11.4% |
| 6M | -1.2% | +19.7% | -21.0% | -14.0% |
| YTD | -20.4% | +36.0% | -56.4% | -38.1% |
| 1Y | -15.4% | +40.4% | -55.8% | -35.8% |
| 3Y | +61.9% | +58.9% | +3.0% | +9.7% |
| 5Y | +38.3% | +44.5% | -6.3% | -0.9% |
| All | +693.3% | +217.0% | +476.4% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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