+66.5%
KKR vs PPG
-24.1%
+90.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -6.2% | -6.2% | +0.1% | -1.7% |
| 30D | -8.9% | -7.9% | -0.9% | -3.3% |
| 3M | +6.3% | -10.2% | +16.5% | +14.1% |
| 6M | +16.5% | +2.7% | +13.8% | +11.6% |
| YTD | -20.3% | +4.9% | -25.1% | -26.0% |
| 1Y | -29.8% | -3.2% | -26.6% | -30.7% |
| 3Y | +63.2% | -17.0% | +80.2% | +78.5% |
| All | +66.5% | -24.1% | +90.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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