+1,585.1%
KKR vs PCAR
+532.1%
+1,053.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.8% |
| 7D | +0.1% | +2.9% | -2.8% | -1.7% |
| 30D | +7.9% | -2.1% | +10.0% | +9.4% |
| 3M | -4.4% | -20.4% | +15.9% | +10.8% |
| 6M | -4.0% | -7.0% | +3.0% | 0.0% |
| YTD | -22.6% | -2.6% | -20.0% | -22.8% |
| 1Y | -18.6% | +9.8% | -28.3% | -25.1% |
| 3Y | +60.6% | +37.3% | +23.4% | +24.8% |
| 5Y | +28.4% | +116.4% | -88.0% | -26.6% |
| 10Y | +735.7% | +293.0% | +442.7% | +211.4% |
| All | +1,585.1% | +532.1% | +1,053.0% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling