+542.2%
KKR vs SNAP
-76.3%
+618.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | -6.2% | +3.8% | -10.0% | -6.8% |
| 30D | -8.9% | +9.2% | -18.1% | -10.5% |
| 3M | +6.3% | +6.6% | -0.3% | +4.2% |
| 6M | +16.5% | +16.9% | -0.4% | +11.5% |
| YTD | -20.3% | -29.6% | +9.4% | -16.5% |
| 1Y | -29.8% | -22.1% | -7.7% | -28.1% |
| 3Y | +63.2% | -39.8% | +103.0% | +65.2% |
| 5Y | +68.0% | -92.4% | +160.3% | +109.8% |
| All | +542.2% | -76.3% | +618.5% | +460.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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