+696.7%
KKR vs TPR
+327.7%
+369.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.7% |
| 7D | -6.2% | -3.0% | -3.2% | -5.1% |
| 30D | -8.9% | -22.6% | +13.8% | -0.7% |
| 3M | +6.3% | -18.2% | +24.5% | +12.9% |
| 6M | +16.5% | -18.0% | +34.4% | +22.3% |
| YTD | -20.3% | -6.4% | -13.9% | -20.9% |
| 1Y | -29.8% | +12.3% | -42.1% | -35.6% |
| 3Y | +63.2% | +298.7% | -235.5% | -12.0% |
| 5Y | +68.0% | +232.5% | -164.6% | -5.0% |
| All | +696.7% | +327.7% | +369.0% | +244.6% |
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