+687.0%
KKR vs TMF
-81.8%
+768.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.3% | -3.4% | +2.1% | -1.5% |
| 30D | +9.3% | +11.5% | -2.2% | +10.0% |
| 3M | -9.8% | -4.5% | -5.3% | -10.1% |
| 6M | +1.0% | -15.0% | +16.0% | -0.1% |
| YTD | -21.1% | -19.9% | -1.2% | -22.2% |
| 1Y | -17.0% | -26.6% | +9.6% | -18.6% |
| 3Y | +60.6% | -29.8% | +90.5% | +58.6% |
| 5Y | +33.6% | -88.2% | +121.8% | +0.5% |
| 10Y | +687.0% | -81.4% | +768.4% | +637.0% |
| All | +687.0% | -81.8% | +768.8% | +637.0% |
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