+696.7%
KKR vs UVXY
-100.0%
+796.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -1.1% |
| 7D | -6.2% | +2.8% | -9.0% | -5.6% |
| 30D | -8.9% | -11.4% | +2.5% | -10.6% |
| 3M | +6.3% | -41.5% | +47.8% | -2.6% |
| 6M | +16.5% | -61.0% | +77.5% | +0.9% |
| YTD | -20.3% | -49.8% | +29.6% | -25.6% |
| 1Y | -29.8% | -66.4% | +36.7% | -37.8% |
| 3Y | +63.2% | -94.8% | +157.9% | +36.1% |
| 5Y | +68.0% | -99.7% | +167.7% | +6.4% |
| All | +696.7% | -100.0% | +796.7% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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