-13.7%
KKR vs MULL
+444.9%
-458.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -13.8% | +19.3% | +5.9% |
| 7D | +8.9% | -35.9% | +44.8% | +10.1% |
| 30D | +12.7% | -47.3% | +60.0% | +14.4% |
| 3M | -6.2% | -30.6% | +24.4% | -5.7% |
| 6M | -1.5% | +13.7% | -15.2% | -6.3% |
| YTD | -20.1% | +272.1% | -292.2% | -29.3% |
| 1Y | -13.7% | +475.1% | -488.8% | -25.4% |
| All | -13.7% | +444.9% | -458.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling