+68.0%
KKR vs ROP
-18.8%
+86.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -0.7% |
| 7D | -2.2% | -6.1% | +3.9% | +1.7% |
| 30D | +0.3% | -3.4% | +3.6% | +2.3% |
| 3M | +8.8% | +16.7% | -7.9% | -2.9% |
| 6M | +14.9% | +8.1% | +6.8% | +8.0% |
| YTD | -17.9% | -11.7% | -6.2% | -9.8% |
| 1Y | -23.7% | -24.2% | +0.5% | -5.0% |
| All | +68.0% | -18.8% | +86.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling