+696.7%
KKR vs RL
+311.3%
+385.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -6.2% | -3.4% | -2.7% | -4.8% |
| 30D | -8.9% | -14.4% | +5.6% | -2.6% |
| 3M | +6.3% | -13.6% | +19.8% | +12.6% |
| 6M | +16.5% | +0.6% | +15.9% | +14.0% |
| YTD | -20.3% | -3.6% | -16.6% | -20.3% |
| 1Y | -29.8% | +8.3% | -38.1% | -33.7% |
| 3Y | +63.2% | +204.8% | -141.6% | -1.7% |
| 5Y | +68.0% | +232.9% | -165.0% | -3.9% |
| All | +696.7% | +311.3% | +385.5% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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