+31.7%
KRE vs KKR
+64.7%
-33.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.8% | -6.2% | +4.4% | +0.9% |
| 30D | -4.5% | -8.9% | +4.4% | -0.9% |
| 3M | +2.7% | +6.3% | -3.5% | -0.8% |
| 6M | +16.9% | +16.5% | +0.4% | +7.6% |
| YTD | +15.4% | -20.3% | +35.6% | +24.7% |
| 1Y | +16.1% | -29.8% | +45.9% | +32.5% |
| 3Y | +85.7% | +63.2% | +22.5% | +38.6% |
| All | +31.7% | +64.7% | -33.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 5y: compounded portfolio wealth divided by compounded KKR 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…
5y analysis · Full analysis span regression · 6 months rolling