+696.7%
KKR vs VIVK
-100.0%
+796.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | -6.2% | -4.4% | -1.8% | -6.1% |
| 30D | -8.9% | -40.8% | +32.0% | -8.5% |
| 3M | +6.3% | -94.1% | +100.4% | +7.8% |
| 6M | +16.5% | -98.2% | +114.7% | +18.6% |
| YTD | -20.3% | -98.0% | +77.8% | -19.3% |
| 1Y | -29.8% | -100.0% | +70.2% | -27.2% |
| 3Y | +63.2% | -100.0% | +163.2% | +68.3% |
| 5Y | +68.0% | -100.0% | +168.0% | +73.3% |
| All | +696.7% | -100.0% | +796.7% | +691.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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