+696.7%
KKR vs NTAP
+650.8%
+45.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.3% | -3.8% |
| 7D | -6.2% | +7.4% | -13.5% | -9.5% |
| 30D | -8.9% | -1.4% | -7.5% | -8.6% |
| 3M | +6.3% | +24.6% | -18.3% | -5.5% |
| 6M | +16.5% | +105.9% | -89.4% | -22.1% |
| YTD | -20.3% | +88.5% | -108.8% | -44.3% |
| 1Y | -29.8% | +62.1% | -91.9% | -47.1% |
| 3Y | +63.2% | +169.1% | -105.9% | -7.2% |
| 5Y | +68.0% | +141.9% | -73.9% | -0.7% |
| All | +696.7% | +650.8% | +45.9% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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