+696.7%
KKR vs RIG
-41.2%
+737.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -6.2% | -3.1% | -3.1% | -5.7% |
| 30D | -8.9% | -0.5% | -8.3% | -8.9% |
| 3M | +6.3% | -6.0% | +12.2% | +6.8% |
| 6M | +16.5% | -10.1% | +26.6% | +17.1% |
| YTD | -20.3% | +37.3% | -57.5% | -25.4% |
| 1Y | -29.8% | +73.9% | -103.7% | -37.2% |
| 3Y | +63.2% | -30.2% | +93.4% | +62.1% |
| 5Y | +68.0% | +62.5% | +5.5% | +40.0% |
| All | +696.7% | -41.2% | +737.9% | +526.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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