+66.5%
KKR vs ROK
+47.1%
+19.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -6.2% | -1.2% | -4.9% | -5.4% |
| 30D | -8.9% | -4.8% | -4.1% | -6.1% |
| 3M | +6.3% | -6.1% | +12.4% | +9.7% |
| 6M | +16.5% | +15.5% | +1.0% | +3.9% |
| YTD | -20.3% | +11.2% | -31.4% | -27.3% |
| 1Y | -29.8% | +23.8% | -53.6% | -40.5% |
| 3Y | +63.2% | +53.1% | +10.1% | +15.3% |
| All | +66.5% | +47.1% | +19.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling