+696.7%
KKR vs VFC
-69.1%
+765.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | -1.4% |
| 7D | -6.2% | -1.4% | -4.8% | -5.7% |
| 30D | -8.9% | -9.0% | +0.1% | -5.7% |
| 3M | +6.3% | -24.2% | +30.4% | +16.3% |
| 6M | +16.5% | -18.5% | +35.0% | +23.3% |
| YTD | -20.3% | -25.9% | +5.6% | -12.8% |
| 1Y | -29.8% | -13.0% | -16.8% | -28.6% |
| 3Y | +63.2% | -20.3% | +83.5% | +45.7% |
| 5Y | +68.0% | -78.1% | +146.0% | +182.7% |
| All | +696.7% | -69.1% | +765.8% | +1,017.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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