-29.8%
KKR vs PFGC
-10.1%
-19.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -6.2% | -4.8% | -1.4% | -5.7% |
| 30D | -8.9% | -12.5% | +3.7% | -7.8% |
| 3M | +6.3% | -9.7% | +16.0% | +7.0% |
| 6M | +16.5% | +7.0% | +9.4% | +14.3% |
| YTD | -20.3% | +4.5% | -24.7% | -23.4% |
| 1Y | -29.8% | -11.6% | -18.2% | -27.8% |
| All | -29.8% | -10.1% | -19.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling