+728.2%
KKR vs PCAR
+361.0%
+367.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.0% |
| 30D | +0.3% | -6.9% | +7.1% | +5.2% |
| 3M | +8.8% | +2.1% | +6.7% | +6.7% |
| 6M | +14.9% | +1.6% | +13.3% | +12.2% |
| YTD | -17.9% | +12.2% | -30.1% | -25.6% |
| 1Y | -23.7% | +28.0% | -51.7% | -37.2% |
| 3Y | +69.1% | +61.0% | +8.1% | +15.8% |
| 5Y | +72.6% | +163.9% | -91.4% | -17.3% |
| 10Y | +728.2% | +367.9% | +360.3% | +169.8% |
| All | +728.2% | +361.0% | +367.2% | +169.8% |
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