+66.5%
KKR vs SPG
+106.0%
-39.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -6.2% | -1.2% | -5.0% | -5.3% |
| 30D | -8.9% | -6.1% | -2.7% | -4.0% |
| 3M | +6.3% | -3.6% | +9.9% | +8.9% |
| 6M | +16.5% | +10.4% | +6.0% | +5.6% |
| YTD | -20.3% | +14.4% | -34.6% | -30.1% |
| 1Y | -29.8% | +16.5% | -46.3% | -39.5% |
| 3Y | +63.2% | +106.8% | -43.6% | -15.0% |
| All | +66.5% | +106.0% | -39.6% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling