+1,716.3%
KKR vs UL
+234.8%
+1,481.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.4% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | +3.0% | +0.9% | +2.1% | +2.6% |
| 3M | +13.6% | +14.2% | -0.6% | +6.4% |
| 6M | +16.2% | -3.2% | +19.4% | +17.0% |
| YTD | -16.6% | -0.3% | -16.3% | -17.7% |
| 1Y | -23.2% | -8.8% | -14.4% | -21.2% |
| 3Y | +71.7% | +23.9% | +47.9% | +47.0% |
| 5Y | +74.8% | +21.4% | +53.5% | +48.4% |
| 10Y | +711.6% | +66.7% | +644.9% | +446.5% |
| All | +1,716.3% | +234.8% | +1,481.5% | +601.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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