+73.0%
KKR vs VFC
-79.1%
+152.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | +0.3% | -13.4% | +13.6% | +4.8% |
| 3M | +8.8% | -23.7% | +32.5% | +17.2% |
| 6M | +14.9% | -24.5% | +39.4% | +23.7% |
| YTD | -17.9% | -27.8% | +10.0% | -10.5% |
| 1Y | -23.7% | -13.5% | -10.2% | -22.1% |
| 3Y | +69.1% | -27.1% | +96.2% | +63.3% |
| All | +73.0% | -79.1% | +152.1% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling