+66.5%
KKR vs USFR
+20.6%
+45.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -5.9% |
| 30D | -8.9% | +0.4% | -9.2% | -8.3% |
| 3M | +6.3% | +1.0% | +5.2% | +8.2% |
| 6M | +16.5% | +2.0% | +14.5% | +20.2% |
| YTD | -20.3% | +2.8% | -23.0% | -17.2% |
| 1Y | -29.8% | +4.1% | -33.9% | -26.5% |
| 3Y | +63.2% | +14.1% | +49.0% | +90.6% |
| All | +66.5% | +20.6% | +45.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling