+63.2%
KKR vs TCOM
+8.0%
+55.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -6.2% | -4.9% | -1.3% | -5.3% |
| 30D | -8.9% | -14.4% | +5.5% | -6.4% |
| 3M | +6.3% | -17.7% | +23.9% | +9.6% |
| 6M | +16.5% | -25.1% | +41.6% | +22.2% |
| YTD | -20.3% | -45.7% | +25.5% | -11.9% |
| 1Y | -29.8% | -47.9% | +18.1% | -21.9% |
| 3Y | +63.2% | +8.9% | +54.2% | +65.8% |
| All | +63.2% | +8.0% | +55.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling