+66.5%
KKR vs NTAP
+140.4%
-73.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.3% | -4.3% |
| 7D | -6.2% | +7.4% | -13.5% | -9.9% |
| 30D | -8.9% | -1.4% | -7.5% | -8.6% |
| 3M | +6.3% | +24.6% | -18.3% | -7.1% |
| 6M | +16.5% | +105.9% | -89.4% | -28.3% |
| YTD | -20.3% | +88.5% | -108.8% | -48.3% |
| 1Y | -29.8% | +62.1% | -91.9% | -49.8% |
| 3Y | +63.2% | +169.1% | -105.9% | -23.2% |
| All | +66.5% | +140.4% | -73.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling