+651.4%
KKR vs TPR
+364.3%
+287.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +14.5% | +15.1% | -0.6% | +8.3% |
| 3M | -15.0% | +3.5% | -18.5% | -16.5% |
| 6M | +1.0% | +0.4% | +0.6% | -1.4% |
| YTD | -22.6% | +4.6% | -27.2% | -26.6% |
| 1Y | -18.2% | +33.1% | -51.3% | -29.6% |
| 3Y | +56.4% | +396.0% | -339.6% | -22.6% |
| 5Y | +29.6% | +230.3% | -200.7% | -26.8% |
| All | +651.4% | +364.3% | +287.1% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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