+1,750.7%
KKR vs VFC
+14.2%
+1,736.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | +2.2% | -11.6% | +13.8% | +7.1% |
| 3M | +13.1% | -18.1% | +31.2% | +20.7% |
| 6M | +15.3% | -27.4% | +42.6% | +28.2% |
| YTD | -15.0% | -24.8% | +9.8% | -7.0% |
| 1Y | -21.0% | -8.2% | -12.8% | -21.3% |
| 3Y | +76.7% | -29.1% | +105.8% | +64.9% |
| 5Y | +74.3% | -79.2% | +153.5% | +198.4% |
| 10Y | +753.7% | -68.1% | +821.8% | +964.4% |
| All | +1,750.7% | +14.2% | +1,736.4% | +1,064.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling