+1,636.4%
KKR vs PEGA
+361.3%
+1,275.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.2% |
| 7D | -6.2% | -3.0% | -3.2% | -5.3% |
| 30D | -8.9% | +15.9% | -24.8% | -13.1% |
| 3M | +6.3% | +10.8% | -4.6% | +1.6% |
| 6M | +16.5% | -16.5% | +33.0% | +21.0% |
| YTD | -20.3% | -39.0% | +18.8% | -9.3% |
| 1Y | -29.8% | -37.3% | +7.5% | -21.3% |
| 3Y | +63.2% | +59.2% | +4.0% | +29.7% |
| 5Y | +68.0% | -44.9% | +112.8% | +75.6% |
| 10Y | +704.3% | +182.6% | +521.7% | +435.2% |
| All | +1,636.4% | +361.3% | +1,275.2% | +880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling