+696.7%
KKR vs TCOM
-9.8%
+706.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -6.2% | -4.9% | -1.3% | -4.9% |
| 30D | -8.9% | -14.4% | +5.5% | -5.1% |
| 3M | +6.3% | -17.7% | +23.9% | +11.2% |
| 6M | +16.5% | -25.1% | +41.6% | +25.0% |
| YTD | -20.3% | -45.7% | +25.5% | -7.3% |
| 1Y | -29.8% | -47.9% | +18.1% | -17.6% |
| 3Y | +63.2% | +8.9% | +54.2% | +47.9% |
| 5Y | +68.0% | +26.9% | +41.1% | +34.5% |
| All | +696.7% | -9.8% | +706.5% | +516.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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