+1,688.1%
KKR vs SPYG
+1,126.4%
+561.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -2.2% | +0.3% | -2.5% | -2.5% |
| 30D | +0.3% | -1.7% | +1.9% | +2.4% |
| 3M | +8.8% | +3.6% | +5.2% | +3.6% |
| 6M | +14.9% | +16.6% | -1.7% | -6.2% |
| YTD | -17.9% | +13.4% | -31.3% | -30.2% |
| 1Y | -23.7% | +19.6% | -43.3% | -39.7% |
| 3Y | +69.1% | +99.8% | -30.7% | -28.1% |
| 5Y | +72.6% | +85.0% | -12.4% | -17.4% |
| 10Y | +728.2% | +422.1% | +306.1% | +3.9% |
| All | +1,688.1% | +1,126.4% | +561.7% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling