+125.3%
KKR vs OSCR
-9.0%
+134.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -8.9% | +10.7% | -19.5% | -10.1% |
| 3M | +6.3% | +13.4% | -7.1% | +4.0% |
| 6M | +16.5% | +144.6% | -128.1% | +2.1% |
| YTD | -20.3% | +128.0% | -148.3% | -29.6% |
| 1Y | -29.8% | +68.7% | -98.4% | -36.4% |
| 3Y | +63.2% | +398.8% | -335.6% | +18.3% |
| 5Y | +68.0% | +87.3% | -19.3% | +16.2% |
| All | +125.3% | -9.0% | +134.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 all: compounded portfolio wealth divided by compounded OSCR 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…
all analysis · Full analysis span regression · 6 months rolling