+696.7%
KKR vs NYT
+489.9%
+206.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -6.2% | -0.6% | -5.6% | -6.0% |
| 30D | -8.9% | +4.6% | -13.4% | -10.6% |
| 3M | +6.3% | -9.6% | +15.8% | +9.8% |
| 6M | +16.5% | -14.0% | +30.5% | +22.2% |
| YTD | -20.3% | -2.8% | -17.4% | -20.9% |
| 1Y | -29.8% | +15.6% | -45.4% | -35.5% |
| 3Y | +63.2% | +56.3% | +6.9% | +28.7% |
| 5Y | +68.0% | +39.5% | +28.5% | +33.9% |
| All | +696.7% | +489.9% | +206.8% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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