+680.7%
KKR vs PFGC
+409.4%
+271.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -0.6% | -2.4% | +1.8% | +0.1% |
| 30D | +3.0% | -15.8% | +18.8% | +8.6% |
| 3M | +13.6% | -0.6% | +14.2% | +13.4% |
| 6M | +16.2% | +10.7% | +5.5% | +11.7% |
| YTD | -16.6% | +7.6% | -24.2% | -19.7% |
| 1Y | -23.2% | -7.8% | -15.4% | -22.3% |
| 3Y | +71.7% | +63.7% | +8.0% | +46.1% |
| 5Y | +74.8% | +112.3% | -37.4% | +37.1% |
| 10Y | +711.6% | +286.7% | +424.9% | +407.3% |
| All | +680.7% | +409.4% | +271.2% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling