-29.8%
KKR vs SPYG
+17.9%
-47.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -6.2% | -0.9% | -5.3% | -5.5% |
| 30D | -8.9% | -1.5% | -7.3% | -7.6% |
| 3M | +6.3% | +3.7% | +2.5% | +3.1% |
| 6M | +16.5% | +16.4% | 0.0% | +2.4% |
| YTD | -20.3% | +13.3% | -33.6% | -28.0% |
| 1Y | -29.8% | +17.9% | -47.7% | -38.9% |
| All | -29.8% | +17.9% | -47.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling