+532.4%
KKR vs USFR
+27.6%
+504.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +0.3% | +0.3% | 0.0% | +0.1% |
| 3M | +8.8% | +1.0% | +7.8% | +8.2% |
| 6M | +14.9% | +1.9% | +13.0% | +13.5% |
| YTD | -17.9% | +2.7% | -20.5% | -19.3% |
| 1Y | -23.7% | +4.0% | -27.7% | -25.6% |
| 3Y | +69.1% | +14.0% | +55.0% | +55.0% |
| 5Y | +72.6% | +20.4% | +52.1% | +52.4% |
| 10Y | +728.2% | +28.0% | +700.2% | +608.4% |
| All | +532.4% | +27.6% | +504.8% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling