+298.2%
KKR vs TXG
+24.6%
+273.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.1% |
| 7D | -2.2% | +9.1% | -11.3% | -4.1% |
| 30D | +0.3% | +14.9% | -14.6% | -3.0% |
| 3M | +8.8% | +120.0% | -111.2% | -10.2% |
| 6M | +14.9% | +221.8% | -206.9% | -14.2% |
| YTD | -17.9% | +312.6% | -330.5% | -42.7% |
| 1Y | -23.7% | +398.4% | -422.1% | -50.1% |
| 3Y | +69.1% | +42.1% | +27.0% | +36.7% |
| 5Y | +72.6% | -63.5% | +136.0% | +65.2% |
| All | +298.2% | +24.6% | +273.6% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling