+1,716.3%
KKR vs NOC
+1,276.5%
+439.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -0.6% | -2.7% | +2.0% | +0.4% |
| 30D | +3.0% | -8.9% | +11.9% | +6.6% |
| 3M | +13.6% | -3.7% | +17.3% | +14.8% |
| 6M | +16.2% | -30.8% | +47.0% | +32.9% |
| YTD | -16.6% | -7.9% | -8.6% | -15.4% |
| 1Y | -23.2% | -9.4% | -13.8% | -21.8% |
| 3Y | +71.7% | +29.0% | +42.8% | +44.7% |
| 5Y | +74.8% | +56.1% | +18.8% | +25.4% |
| 10Y | +711.6% | +186.3% | +525.3% | +263.4% |
| All | +1,716.3% | +1,276.5% | +439.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling