+720.6%
KKR vs PCAR
+291.3%
+429.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +5.1% | +3.5% | +1.6% | +2.7% |
| 30D | +10.9% | -2.3% | +13.2% | +12.6% |
| 3M | -2.9% | -19.3% | +16.5% | +12.3% |
| 6M | -1.2% | -7.1% | +5.9% | +3.0% |
| YTD | -20.4% | -2.8% | -17.6% | -20.7% |
| 1Y | -15.4% | +9.3% | -24.7% | -22.5% |
| 3Y | +61.9% | +33.5% | +28.4% | +25.5% |
| 5Y | +38.3% | +112.6% | -74.4% | -23.7% |
| 10Y | +720.6% | +276.9% | +443.7% | +201.4% |
| All | +720.6% | +291.3% | +429.3% | +201.4% |
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