-33.3%
KKR vs MULL
+2,337.2%
-2,370.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -6.2% | -8.4% | +2.3% | -5.4% |
| 30D | -8.9% | +9.7% | -18.5% | -10.1% |
| 3M | +6.3% | -26.8% | +33.0% | +4.8% |
| 6M | +16.5% | +220.7% | -204.2% | -11.4% |
| YTD | -20.3% | +509.0% | -529.3% | -47.3% |
| 1Y | -29.8% | +1,739.5% | -1,769.3% | -64.9% |
| All | -33.3% | +2,337.2% | -2,370.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling