+1,688.1%
KKR vs MTB
+319.4%
+1,368.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.8% |
| 30D | +0.3% | -4.6% | +4.9% | +3.0% |
| 3M | +8.8% | +6.3% | +2.6% | +4.8% |
| 6M | +14.9% | +15.6% | -0.7% | +5.2% |
| YTD | -17.9% | +20.6% | -38.4% | -26.6% |
| 1Y | -23.7% | +22.5% | -46.2% | -32.3% |
| 3Y | +69.1% | +114.4% | -45.4% | +9.6% |
| 5Y | +72.6% | +101.9% | -29.3% | +12.2% |
| 10Y | +728.2% | +170.4% | +557.8% | +288.6% |
| All | +1,688.1% | +319.4% | +1,368.8% | +443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling