+70.4%
KKR vs USAR
+53.8%
+16.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | -6.2% | -11.6% | +5.5% | -5.8% |
| 30D | -8.9% | -15.5% | +6.6% | -8.4% |
| 3M | +6.3% | -31.0% | +37.3% | +7.3% |
| 6M | +16.5% | -26.2% | +42.7% | +16.9% |
| YTD | -20.3% | +30.8% | -51.0% | -21.2% |
| 1Y | -29.8% | +7.1% | -36.9% | -30.4% |
| 3Y | +63.2% | +53.0% | +10.2% | +65.3% |
| All | +70.4% | +53.8% | +16.7% | +72.3% |
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