+696.7%
KKR vs SPY
+322.5%
+374.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -1.0% |
| 7D | -6.2% | -0.8% | -5.4% | -5.1% |
| 30D | -8.9% | -1.1% | -7.8% | -7.2% |
| 3M | +6.3% | +3.9% | +2.4% | +0.7% |
| 6M | +16.5% | +13.6% | +2.9% | -3.5% |
| YTD | -20.3% | +12.7% | -32.9% | -32.6% |
| 1Y | -29.8% | +17.5% | -47.3% | -44.2% |
| 3Y | +63.2% | +76.9% | -13.7% | -24.5% |
| 5Y | +68.0% | +83.6% | -15.6% | -23.0% |
| All | +696.7% | +322.5% | +374.3% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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