+696.7%
KKR vs NSC
+332.1%
+364.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -6.2% | -2.8% | -3.4% | -4.4% |
| 30D | -8.9% | -4.5% | -4.3% | -6.2% |
| 3M | +6.3% | +3.5% | +2.7% | +3.5% |
| 6M | +16.5% | +8.5% | +7.9% | +9.0% |
| YTD | -20.3% | +12.3% | -32.6% | -27.3% |
| 1Y | -29.8% | +18.9% | -48.7% | -38.4% |
| 3Y | +63.2% | +74.1% | -11.0% | +8.6% |
| 5Y | +68.0% | +43.9% | +24.0% | +26.1% |
| All | +696.7% | +332.1% | +364.7% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling