+56.4%
KKR vs TFC
+97.5%
-41.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | -0.1% |
| 7D | +1.6% | +2.3% | -0.6% | -0.2% |
| 30D | +14.5% | +10.8% | +3.7% | +5.4% |
| 3M | -15.0% | -3.8% | -11.2% | -12.3% |
| 6M | +1.0% | +9.6% | -8.6% | -7.1% |
| YTD | -22.6% | +5.8% | -28.4% | -27.2% |
| 1Y | -18.2% | +16.2% | -34.4% | -29.0% |
| 3Y | +56.4% | +96.0% | -39.6% | +3.4% |
| All | +56.4% | +97.5% | -41.1% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling