+363.3%
KKR vs TW
+206.7%
+156.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -6.2% | -4.5% | -1.7% | -4.2% |
| 30D | -8.9% | -2.3% | -6.6% | -8.0% |
| 3M | +6.3% | +2.6% | +3.7% | +3.8% |
| 6M | +16.5% | -17.5% | +34.0% | +25.4% |
| YTD | -20.3% | -5.3% | -14.9% | -20.2% |
| 1Y | -29.8% | -14.8% | -15.0% | -26.1% |
| 3Y | +63.2% | +18.8% | +44.3% | +42.2% |
| 5Y | +68.0% | +20.7% | +47.2% | +42.2% |
| All | +363.3% | +206.7% | +156.6% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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