+695.1%
KKR vs ROL
+210.1%
+485.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.1% | -3.2% | -4.9% | -6.8% |
| 30D | -9.1% | -6.6% | -2.5% | -6.4% |
| 3M | +6.4% | -27.3% | +33.7% | +21.6% |
| 6M | +12.6% | -38.1% | +50.6% | +38.0% |
| YTD | -20.4% | -41.8% | +21.3% | -0.2% |
| 1Y | -27.1% | -37.8% | +10.7% | -11.8% |
| 3Y | +63.8% | -0.3% | +64.2% | +53.5% |
| 5Y | +67.6% | -5.1% | +72.7% | +57.0% |
| All | +695.1% | +210.1% | +485.0% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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