+1,557.4%
KKR vs MOD
+928.9%
+628.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -3.3% |
| 7D | +2.2% | -25.5% | +27.8% | +9.0% |
| 30D | +7.6% | -49.0% | +56.6% | +26.2% |
| 3M | -6.5% | -49.8% | +43.3% | +9.4% |
| 6M | -3.9% | -64.8% | +60.9% | +21.1% |
| YTD | -23.9% | -27.6% | +3.8% | -23.5% |
| 1Y | -18.5% | -35.2% | +16.7% | -16.4% |
| 3Y | +65.8% | +137.1% | -71.4% | +10.3% |
| 5Y | +25.3% | +760.3% | -735.0% | -44.3% |
| 10Y | +720.2% | +938.8% | -218.7% | +170.3% |
| All | +1,557.4% | +928.9% | +628.6% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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