+696.7%
KKR vs SCHG
+459.0%
+237.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.8% |
| 7D | -6.2% | -1.0% | -5.1% | -5.0% |
| 30D | -8.9% | -1.3% | -7.6% | -7.3% |
| 3M | +6.3% | +5.4% | +0.8% | 0.0% |
| 6M | +16.5% | +14.4% | +2.0% | -0.8% |
| YTD | -20.3% | +8.0% | -28.3% | -26.9% |
| 1Y | -29.8% | +12.7% | -42.5% | -39.0% |
| 3Y | +63.2% | +85.6% | -22.4% | -18.6% |
| 5Y | +68.0% | +85.5% | -17.6% | -15.2% |
| All | +696.7% | +459.0% | +237.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling