+31.2%
KKR vs TFC
+1.3%
+30.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | 0.0% |
| 7D | +1.6% | +2.3% | -0.6% | +0.1% |
| 30D | +14.5% | +10.8% | +3.7% | +6.9% |
| 3M | -15.0% | -3.8% | -11.2% | -12.7% |
| 6M | +1.0% | +9.6% | -8.6% | -5.5% |
| YTD | -22.6% | +5.8% | -28.4% | -26.1% |
| 1Y | -18.2% | +16.2% | -34.4% | -26.7% |
| 3Y | +56.4% | +96.0% | -39.6% | +2.3% |
| All | +31.2% | +1.3% | +30.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling