+65.3%
KKR vs USAR
-19.4%
+84.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +14.5% | -20.9% | +35.5% | +15.3% |
| 3M | -15.0% | -56.2% | +41.2% | -12.7% |
| 6M | +1.0% | -67.9% | +68.9% | +4.4% |
| YTD | -22.6% | -31.4% | +8.8% | -21.9% |
| 1Y | -18.2% | -45.1% | +26.8% | -17.2% |
| 3Y | +56.4% | -20.3% | +76.7% | +60.0% |
| All | +65.3% | -19.4% | +84.7% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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