+20.4%
MCD vs KKR
+76.6%
-56.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -6.1% | +3.0% | -9.2% | -6.4% |
| 3M | -7.3% | +13.6% | -20.9% | -8.3% |
| 6M | -20.9% | +16.2% | -37.2% | -22.0% |
| YTD | -14.7% | -16.6% | +1.9% | -13.6% |
| 1Y | -16.1% | -23.2% | +7.1% | -14.6% |
| 3Y | -1.5% | +71.7% | -73.2% | -11.6% |
| 5Y | +20.4% | +74.8% | -54.4% | +3.1% |
| All | +20.4% | +76.6% | -56.2% | +3.1% |
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