+62.8%
KKR vs NTAP
+144.6%
-81.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | -8.1% | -1.0% | -7.1% | -7.7% |
| 30D | -9.1% | -7.5% | -1.6% | -6.1% |
| 3M | +6.4% | +14.6% | -8.3% | -1.0% |
| 6M | +12.6% | +91.0% | -78.4% | -23.1% |
| YTD | -20.4% | +73.7% | -94.1% | -42.7% |
| 1Y | -27.1% | +51.2% | -78.3% | -43.2% |
| All | +62.8% | +144.6% | -81.8% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling