+33.6%
KKR vs RBA
+47.4%
-13.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +9.3% | +9.0% | +0.4% | +5.0% |
| 3M | -9.8% | +7.2% | -17.0% | -12.9% |
| 6M | +1.0% | -7.8% | +8.7% | +3.5% |
| YTD | -21.1% | -6.4% | -14.7% | -20.3% |
| 1Y | -17.0% | -4.2% | -12.8% | -17.0% |
| 3Y | +60.6% | +64.1% | -3.4% | +29.4% |
| 5Y | +33.6% | +48.4% | -14.8% | +12.6% |
| All | +33.6% | +47.4% | -13.8% | +12.6% |
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