+72.6%
KKR vs RBA
+39.8%
+32.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | +0.3% | -13.0% | +13.2% | +6.3% |
| 3M | +8.8% | -23.1% | +31.9% | +21.1% |
| 6M | +14.9% | -22.6% | +37.5% | +27.1% |
| YTD | -17.9% | -20.4% | +2.5% | -10.6% |
| 1Y | -23.7% | -29.6% | +5.9% | -12.0% |
| 3Y | +69.1% | +26.6% | +42.5% | +53.0% |
| 5Y | +72.6% | +38.2% | +34.4% | +46.8% |
| All | +72.6% | +39.8% | +32.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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