+66.5%
KKR vs NOC
+58.2%
+8.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.2% | +0.8% | -6.9% | -6.2% |
| 30D | -8.9% | -9.7% | +0.8% | -8.4% |
| 3M | +6.3% | -5.6% | +11.9% | +6.5% |
| 6M | +16.5% | -28.6% | +45.0% | +17.7% |
| YTD | -20.3% | -7.9% | -12.4% | -20.4% |
| 1Y | -29.8% | -9.5% | -20.3% | -29.8% |
| 3Y | +63.2% | +28.4% | +34.8% | +60.4% |
| All | +66.5% | +58.2% | +8.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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