+1,750.7%
KKR vs TFC
+229.2%
+1,521.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -0.9% | +2.4% | -3.3% | -2.4% |
| 30D | +2.2% | -1.3% | +3.5% | +2.9% |
| 3M | +13.1% | +6.1% | +7.0% | +8.5% |
| 6M | +15.3% | +7.3% | +7.9% | +9.6% |
| YTD | -15.0% | +8.2% | -23.2% | -19.6% |
| 1Y | -21.0% | +14.4% | -35.4% | -27.8% |
| 3Y | +76.7% | +93.7% | -17.0% | +17.9% |
| 5Y | +74.3% | +16.4% | +57.9% | +53.3% |
| 10Y | +753.7% | +101.6% | +652.2% | +363.2% |
| All | +1,750.7% | +229.2% | +1,521.5% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling