+651.4%
KKR vs TAP
-46.0%
+697.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | -0.2% |
| 7D | +1.6% | +1.3% | +0.4% | +1.2% |
| 30D | +14.5% | +5.7% | +8.8% | +12.4% |
| 3M | -15.0% | -1.9% | -13.1% | -14.6% |
| 6M | +1.0% | +0.9% | +0.1% | 0.0% |
| YTD | -22.6% | -9.5% | -13.1% | -21.4% |
| 1Y | -18.2% | -9.0% | -9.3% | -17.2% |
| 3Y | +56.4% | -22.2% | +78.6% | +64.4% |
| 5Y | +29.6% | +1.2% | +28.3% | +21.6% |
| All | +651.4% | -46.0% | +697.4% | +628.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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