+63.2%
KKR vs RJF
+69.0%
-5.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.2% | -2.7% | -3.5% | -3.7% |
| 30D | -8.9% | -4.3% | -4.6% | -5.1% |
| 3M | +6.3% | +15.7% | -9.5% | -7.7% |
| 6M | +16.5% | +17.8% | -1.3% | -0.8% |
| YTD | -20.3% | +9.2% | -29.4% | -27.2% |
| 1Y | -29.8% | +2.8% | -32.6% | -32.0% |
| 3Y | +63.2% | +69.5% | -6.3% | +12.3% |
| All | +63.2% | +69.0% | -5.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling