+696.7%
KKR vs VMC
+156.6%
+540.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.3% |
| 7D | -6.2% | -3.8% | -2.4% | -4.2% |
| 30D | -8.9% | -9.7% | +0.8% | -3.8% |
| 3M | +6.3% | -9.6% | +15.9% | +11.8% |
| 6M | +16.5% | -4.8% | +21.3% | +18.5% |
| YTD | -20.3% | -10.9% | -9.4% | -16.7% |
| 1Y | -29.8% | -15.6% | -14.2% | -24.4% |
| 3Y | +63.2% | +19.3% | +43.9% | +46.1% |
| 5Y | +68.0% | +48.0% | +20.0% | +35.3% |
| All | +696.7% | +156.6% | +540.1% | +403.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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