+79.1%
KKR vs PCAR
+68.2%
+10.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | +2.2% | -6.2% | +8.4% | +6.2% |
| 3M | +13.1% | +5.9% | +7.2% | +8.7% |
| 6M | +15.3% | +0.4% | +14.9% | +13.9% |
| YTD | -15.0% | +14.8% | -29.8% | -23.7% |
| 1Y | -21.0% | +30.1% | -51.1% | -35.1% |
| All | +79.1% | +68.2% | +10.9% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling