+67.6%
KKR vs PFGC
+105.5%
-37.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.4% |
| 7D | -8.1% | -4.8% | -3.3% | -5.7% |
| 30D | -9.1% | -17.2% | +8.1% | -0.1% |
| 3M | +6.4% | -6.3% | +12.7% | +9.1% |
| 6M | +12.6% | +8.8% | +3.7% | +5.6% |
| YTD | -20.4% | +4.9% | -25.3% | -25.0% |
| 1Y | -27.1% | -9.5% | -17.6% | -25.1% |
| 3Y | +63.8% | +59.6% | +4.2% | +22.5% |
| 5Y | +67.6% | +113.5% | -45.9% | +10.0% |
| All | +67.6% | +105.5% | -37.9% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling