+696.7%
KKR vs PFG
+251.1%
+445.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.5% |
| 7D | -6.2% | -0.4% | -5.7% | -5.9% |
| 30D | -8.9% | +2.9% | -11.7% | -10.7% |
| 3M | +6.3% | +6.7% | -0.4% | +1.3% |
| 6M | +16.5% | +33.8% | -17.3% | -4.7% |
| YTD | -20.3% | +35.0% | -55.2% | -35.2% |
| 1Y | -29.8% | +46.4% | -76.2% | -45.9% |
| 3Y | +63.2% | +71.7% | -8.5% | +15.0% |
| 5Y | +68.0% | +113.7% | -45.7% | +4.0% |
| All | +696.7% | +251.1% | +445.6% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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