+1,584.4%
KKR vs ROP
+810.4%
+774.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.5% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +14.5% | +28.8% | -14.2% | -5.9% |
| 3M | -15.0% | +21.1% | -36.0% | -27.0% |
| 6M | +1.0% | +52.5% | -51.5% | -28.8% |
| YTD | -22.6% | +8.9% | -31.5% | -29.5% |
| 1Y | -18.2% | +8.2% | -26.4% | -25.1% |
| 3Y | +56.4% | -5.2% | +61.5% | +58.2% |
| 5Y | +29.6% | +1.7% | +27.8% | +24.1% |
| 10Y | +671.3% | +185.4% | +485.9% | +215.7% |
| All | +1,584.4% | +810.4% | +774.0% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling