+63.2%
KKR vs TW
+19.1%
+44.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -6.2% | -4.5% | -1.7% | -4.8% |
| 30D | -8.9% | -2.3% | -6.6% | -8.3% |
| 3M | +6.3% | +2.6% | +3.7% | +4.4% |
| 6M | +16.5% | -17.5% | +34.0% | +24.0% |
| YTD | -20.3% | -5.3% | -14.9% | -20.2% |
| 1Y | -29.8% | -14.8% | -15.0% | -26.4% |
| 3Y | +63.2% | +18.8% | +44.3% | +54.0% |
| All | +63.2% | +19.1% | +44.1% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling