+1,688.1%
KKR vs ROST
+1,845.2%
-157.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | +0.3% | -11.4% | +11.7% | +6.0% |
| 3M | +8.8% | -1.6% | +10.4% | +9.2% |
| 6M | +14.9% | +6.8% | +8.1% | +10.3% |
| YTD | -17.9% | +25.8% | -43.7% | -27.2% |
| 1Y | -23.7% | +52.4% | -76.1% | -38.4% |
| 3Y | +69.1% | +94.4% | -25.3% | +20.4% |
| 5Y | +72.6% | +108.2% | -35.7% | +15.6% |
| 10Y | +728.2% | +308.5% | +419.7% | +295.6% |
| All | +1,688.1% | +1,845.2% | -157.1% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling