+651.4%
KKR vs PCAR
+288.5%
+362.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +1.6% | +4.9% | -3.3% | -1.7% |
| 30D | +14.5% | -1.4% | +16.0% | +15.6% |
| 3M | -15.0% | -18.1% | +3.2% | -2.7% |
| 6M | +1.0% | -4.0% | +5.0% | +3.0% |
| YTD | -22.6% | -1.5% | -21.2% | -23.6% |
| 1Y | -18.2% | +13.2% | -31.4% | -26.9% |
| 3Y | +56.4% | +35.8% | +20.6% | +19.7% |
| 5Y | +29.6% | +114.6% | -85.1% | -29.1% |
| All | +651.4% | +288.5% | +362.9% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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