+320.8%
KKR vs REPL
-9.7%
+330.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -2.2% | -9.6% | +7.4% | -1.8% |
| 30D | +0.3% | +5.7% | -5.5% | -0.1% |
| 3M | +8.8% | +56.4% | -47.6% | +4.3% |
| 6M | +14.9% | +67.4% | -52.5% | +4.6% |
| YTD | -17.9% | +48.7% | -66.5% | -25.0% |
| 1Y | -23.7% | +148.3% | -172.0% | -35.4% |
| 3Y | +69.1% | -26.7% | +95.7% | +36.5% |
| 5Y | +72.6% | -54.1% | +126.7% | +42.8% |
| All | +320.8% | -9.7% | +330.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling