+1,557.4%
KKR vs PCAR
+509.7%
+1,047.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.3% |
| 30D | +7.6% | -4.6% | +12.2% | +10.9% |
| 3M | -6.5% | -22.6% | +16.1% | +10.5% |
| 6M | -3.9% | -12.0% | +8.1% | +3.8% |
| YTD | -23.9% | -6.1% | -17.8% | -22.2% |
| 1Y | -18.5% | +6.3% | -24.9% | -23.5% |
| 3Y | +65.8% | +31.8% | +34.0% | +32.3% |
| 5Y | +25.3% | +104.2% | -78.8% | -25.6% |
| 10Y | +720.2% | +302.9% | +417.2% | +201.0% |
| All | +1,557.4% | +509.7% | +1,047.7% | +319.3% |
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