+66.5%
KKR vs MTB
+104.1%
-37.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -8.9% | -4.8% | -4.1% | -6.0% |
| 3M | +6.3% | +6.0% | +0.3% | +2.2% |
| 6M | +16.5% | +19.6% | -3.2% | +3.5% |
| YTD | -20.3% | +21.5% | -41.7% | -29.8% |
| 1Y | -29.8% | +24.7% | -54.5% | -39.1% |
| 3Y | +63.2% | +108.6% | -45.4% | +7.1% |
| All | +66.5% | +104.1% | -37.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling