+286.7%
KKR vs TXG
+27.0%
+259.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.5% |
| 7D | -6.2% | +9.5% | -15.7% | -8.1% |
| 30D | -8.9% | +18.8% | -27.6% | -12.5% |
| 3M | +6.3% | +136.1% | -129.8% | -13.7% |
| 6M | +16.5% | +235.2% | -218.8% | -13.8% |
| YTD | -20.3% | +320.5% | -340.8% | -44.6% |
| 1Y | -29.8% | +425.2% | -455.0% | -54.6% |
| 3Y | +63.2% | +42.9% | +20.3% | +31.9% |
| 5Y | +68.0% | -62.8% | +130.8% | +60.2% |
| All | +286.7% | +27.0% | +259.7% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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