+696.7%
KKR vs RNG
+222.9%
+473.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -6.2% | -6.1% | -0.1% | -4.8% |
| 30D | -8.9% | +9.6% | -18.5% | -10.9% |
| 3M | +6.3% | +83.3% | -77.1% | -9.3% |
| 6M | +16.5% | +77.9% | -61.5% | -1.2% |
| YTD | -20.3% | +139.9% | -160.2% | -38.5% |
| 1Y | -29.8% | +121.7% | -151.4% | -44.9% |
| 3Y | +63.2% | +121.9% | -58.7% | +22.8% |
| 5Y | +68.0% | -68.4% | +136.3% | +75.3% |
| All | +696.7% | +222.9% | +473.8% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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