+696.7%
KKR vs MKC
+29.9%
+666.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -6.2% | -1.5% | -4.7% | -5.8% |
| 30D | -8.9% | -3.1% | -5.7% | -8.1% |
| 3M | +6.3% | +5.2% | +1.1% | +4.2% |
| 6M | +16.5% | -12.8% | +29.3% | +20.3% |
| YTD | -20.3% | -23.3% | +3.0% | -14.9% |
| 1Y | -29.8% | -24.1% | -5.7% | -25.0% |
| 3Y | +63.2% | -32.1% | +95.3% | +78.8% |
| 5Y | +68.0% | -32.8% | +100.8% | +81.5% |
| All | +696.7% | +29.9% | +666.9% | +658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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