+696.7%
KKR vs USFR
+28.1%
+668.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -8.9% | +0.4% | -9.2% | -9.3% |
| 3M | +6.3% | +1.0% | +5.2% | +4.8% |
| 6M | +16.5% | +2.0% | +14.5% | +13.4% |
| YTD | -20.3% | +2.8% | -23.0% | -23.3% |
| 1Y | -29.8% | +4.1% | -33.9% | -33.8% |
| 3Y | +63.2% | +14.1% | +49.0% | +33.2% |
| 5Y | +68.0% | +20.6% | +47.4% | +24.1% |
| All | +696.7% | +28.1% | +668.6% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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