+33.6%
KKR vs REPL
-34.5%
+68.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | -0.6% |
| 7D | -1.3% | +5.3% | -6.5% | -1.4% |
| 30D | +9.3% | +66.6% | -57.3% | +8.0% |
| 3M | -9.8% | +59.6% | -69.4% | -10.9% |
| 6M | +1.0% | +482.4% | -481.4% | -5.0% |
| YTD | -21.1% | +124.1% | -145.1% | -24.8% |
| 1Y | -17.0% | +138.6% | -155.5% | -21.1% |
| 3Y | +60.6% | +96.0% | -35.4% | +32.1% |
| 5Y | +33.6% | -35.4% | +69.0% | +31.2% |
| All | +33.6% | -34.5% | +68.1% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling