+696.7%
KKR vs TFC
+98.7%
+598.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -6.2% | -2.4% | -3.8% | -4.8% |
| 30D | -8.9% | -3.4% | -5.5% | -7.1% |
| 3M | +6.3% | +0.4% | +5.8% | +5.6% |
| 6M | +16.5% | +12.7% | +3.8% | +7.8% |
| YTD | -20.3% | +5.6% | -25.8% | -23.3% |
| 1Y | -29.8% | +16.0% | -45.8% | -36.1% |
| 3Y | +63.2% | +94.0% | -30.8% | +11.8% |
| 5Y | +68.0% | +16.2% | +51.8% | +49.5% |
| All | +696.7% | +98.7% | +598.0% | +374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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