+616.5%
KKR vs RNG
+305.9%
+310.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.2% | -4.1% | +1.9% | -1.3% |
| 30D | +0.3% | +8.6% | -8.4% | -1.7% |
| 3M | +8.8% | +78.0% | -69.2% | -5.5% |
| 6M | +14.9% | +67.0% | -52.1% | 0.0% |
| YTD | -17.9% | +142.4% | -160.3% | -35.6% |
| 1Y | -23.7% | +120.4% | -144.1% | -39.0% |
| 3Y | +69.1% | +122.1% | -53.1% | +30.1% |
| 5Y | +72.6% | -69.8% | +142.4% | +80.4% |
| 10Y | +728.2% | +223.4% | +504.9% | +437.7% |
| All | +616.5% | +305.9% | +310.6% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling