+695.1%
KKR vs PEGA
+180.6%
+514.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.8% |
| 7D | -8.1% | -5.3% | -2.8% | -6.3% |
| 30D | -9.1% | +8.3% | -17.4% | -11.9% |
| 3M | +6.4% | +8.9% | -2.6% | +1.7% |
| 6M | +12.6% | -19.7% | +32.3% | +19.3% |
| YTD | -20.4% | -39.9% | +19.5% | -7.2% |
| 1Y | -27.1% | -36.4% | +9.3% | -17.3% |
| 3Y | +63.8% | +52.8% | +11.0% | +24.9% |
| 5Y | +67.6% | -45.7% | +113.3% | +86.3% |
| All | +695.1% | +180.6% | +514.5% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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