-29.8%
KKR vs ROST
+55.6%
-85.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -8.9% | -6.9% | -2.0% | -6.9% |
| 3M | +6.3% | -3.3% | +9.6% | +6.9% |
| 6M | +16.5% | +9.0% | +7.4% | +11.8% |
| YTD | -20.3% | +28.9% | -49.1% | -29.1% |
| 1Y | -29.8% | +54.0% | -83.8% | -40.7% |
| All | -29.8% | +55.6% | -85.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling