+1,584.4%
KKR vs PEGA
+313.1%
+1,271.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +14.5% | -4.1% | +18.7% | +15.8% |
| 3M | -15.0% | -2.8% | -12.1% | -14.6% |
| 6M | +1.0% | -0.4% | +1.5% | -0.6% |
| YTD | -22.6% | -45.4% | +22.7% | -9.3% |
| 1Y | -18.2% | -42.6% | +24.4% | -5.6% |
| 3Y | +56.4% | +45.4% | +11.0% | +27.6% |
| 5Y | +29.6% | -44.6% | +74.1% | +34.9% |
| 10Y | +671.3% | +91.2% | +580.1% | +466.8% |
| All | +1,584.4% | +313.1% | +1,271.2% | +881.2% |
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