+62.8%
KKR vs ROST
+93.5%
-30.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.1% | -2.5% | -5.6% | -7.0% |
| 30D | -9.1% | -10.3% | +1.2% | -4.6% |
| 3M | +6.4% | -2.6% | +8.9% | +7.1% |
| 6M | +12.6% | +6.5% | +6.0% | +7.9% |
| YTD | -20.4% | +25.9% | -46.3% | -30.3% |
| 1Y | -27.1% | +52.3% | -79.4% | -42.4% |
| All | +62.8% | +93.5% | -30.6% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling