+1,688.1%
KKR vs ROK
+1,021.9%
+666.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | +0.3% | -1.8% | +2.0% | +1.4% |
| 3M | +8.8% | -7.2% | +16.0% | +13.1% |
| 6M | +14.9% | +14.2% | +0.7% | +3.5% |
| YTD | -17.9% | +10.6% | -28.5% | -24.8% |
| 1Y | -23.7% | +25.9% | -49.6% | -35.8% |
| 3Y | +69.1% | +50.8% | +18.3% | +22.8% |
| 5Y | +72.6% | +47.0% | +25.5% | +24.9% |
| 10Y | +728.2% | +354.9% | +373.3% | +176.8% |
| All | +1,688.1% | +1,021.9% | +666.3% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling