+68.0%
KKR vs SPG
+106.5%
-38.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | +0.4% |
| 7D | -2.2% | -1.7% | -0.5% | -0.9% |
| 30D | +0.3% | -6.3% | +6.5% | +5.4% |
| 3M | +8.8% | -2.4% | +11.3% | +10.1% |
| 6M | +14.9% | +9.6% | +5.3% | +5.1% |
| YTD | -17.9% | +14.2% | -32.1% | -27.7% |
| 1Y | -23.7% | +19.3% | -43.0% | -35.5% |
| All | +68.0% | +106.5% | -38.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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