+67.6%
KKR vs ROL
-4.5%
+72.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.1% | -3.2% | -4.9% | -7.0% |
| 30D | -9.1% | -6.6% | -2.5% | -6.9% |
| 3M | +6.4% | -27.3% | +33.7% | +19.2% |
| 6M | +12.6% | -38.1% | +50.6% | +34.1% |
| YTD | -20.4% | -41.8% | +21.3% | -3.2% |
| 1Y | -27.1% | -37.8% | +10.7% | -14.2% |
| 3Y | +63.8% | -0.3% | +64.2% | +50.2% |
| 5Y | +67.6% | -5.1% | +72.7% | +46.4% |
| All | +67.6% | -4.5% | +72.1% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling