+73.0%
KKR vs PEGA
-48.2%
+121.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -2.2% | -6.1% | +3.9% | -0.3% |
| 30D | +0.3% | +6.4% | -6.1% | -1.8% |
| 3M | +8.8% | +2.9% | +5.9% | +6.6% |
| 6M | +14.9% | -23.8% | +38.7% | +23.1% |
| YTD | -17.9% | -41.1% | +23.2% | -5.4% |
| 1Y | -23.7% | -38.2% | +14.5% | -13.9% |
| 3Y | +69.1% | +49.8% | +19.2% | +37.9% |
| All | +73.0% | -48.2% | +121.1% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling