+62.8%
KKR vs VFC
-28.4%
+91.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -8.1% | -3.3% | -4.8% | -7.3% |
| 30D | -9.1% | -14.0% | +4.9% | -5.7% |
| 3M | +6.4% | -22.6% | +28.9% | +12.5% |
| 6M | +12.6% | -24.7% | +37.3% | +19.5% |
| YTD | -20.4% | -29.0% | +8.5% | -14.3% |
| 1Y | -27.1% | -13.8% | -13.3% | -25.4% |
| All | +62.8% | -28.4% | +91.2% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling