+63.2%
KKR vs VUG
+86.2%
-23.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.9% |
| 7D | -6.2% | -0.5% | -5.7% | -5.6% |
| 30D | -8.9% | -1.0% | -7.9% | -7.7% |
| 3M | +6.3% | +3.5% | +2.7% | +1.7% |
| 6M | +16.5% | +14.2% | +2.3% | -2.0% |
| YTD | -20.3% | +8.5% | -28.7% | -27.9% |
| 1Y | -29.8% | +12.9% | -42.7% | -40.1% |
| 3Y | +63.2% | +85.6% | -22.5% | -22.8% |
| All | +63.2% | +86.2% | -23.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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