+728.2%
KKR vs TMF
-86.2%
+814.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.7% |
| 7D | -2.2% | -0.9% | -1.3% | -2.3% |
| 30D | +0.3% | -1.0% | +1.2% | +0.2% |
| 3M | +8.8% | -11.3% | +20.1% | +8.0% |
| 6M | +14.9% | -22.7% | +37.6% | +12.9% |
| YTD | -17.9% | -17.3% | -0.5% | -18.9% |
| 1Y | -23.7% | -22.5% | -1.2% | -24.9% |
| 3Y | +69.1% | -43.2% | +112.3% | +63.0% |
| 5Y | +72.6% | -88.3% | +160.9% | +30.1% |
| 10Y | +728.2% | -86.0% | +814.3% | +659.5% |
| All | +728.2% | -86.2% | +814.4% | +659.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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