+696.7%
KKR vs NTRS
+259.9%
+436.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -6.2% | +1.4% | -7.5% | -7.1% |
| 30D | -8.9% | -0.7% | -8.2% | -8.6% |
| 3M | +6.3% | +11.3% | -5.1% | -1.5% |
| 6M | +16.5% | +35.5% | -19.1% | -6.3% |
| YTD | -20.3% | +40.6% | -60.9% | -37.4% |
| 1Y | -29.8% | +49.2% | -79.0% | -47.0% |
| 3Y | +63.2% | +167.2% | -104.0% | -17.2% |
| 5Y | +68.0% | +94.9% | -27.0% | +3.5% |
| All | +696.7% | +259.9% | +436.8% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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