+1,750.7%
KKR vs VUG
+1,100.6%
+650.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | -0.9% | -0.1% | -0.8% | -0.7% |
| 30D | +2.2% | -0.3% | +2.5% | +2.6% |
| 3M | +13.1% | -0.7% | +13.8% | +13.5% |
| 6M | +15.3% | +14.6% | +0.6% | -3.1% |
| YTD | -15.0% | +9.0% | -24.0% | -23.6% |
| 1Y | -21.0% | +14.9% | -35.9% | -33.6% |
| 3Y | +76.7% | +86.0% | -9.3% | -15.4% |
| 5Y | +74.3% | +76.7% | -2.3% | -9.7% |
| 10Y | +753.7% | +411.3% | +342.4% | +14.8% |
| All | +1,750.7% | +1,100.6% | +650.0% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling