+63.2%
KKR vs MKC
-31.4%
+94.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -6.2% | -1.5% | -4.7% | -6.0% |
| 30D | -8.9% | -3.1% | -5.7% | -8.5% |
| 3M | +6.3% | +5.2% | +1.1% | +5.5% |
| 6M | +16.5% | -12.8% | +29.3% | +18.7% |
| YTD | -20.3% | -23.3% | +3.0% | -17.3% |
| 1Y | -29.8% | -24.1% | -5.7% | -27.0% |
| 3Y | +63.2% | -32.1% | +95.3% | +75.0% |
| All | +63.2% | -31.4% | +94.6% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling