+25.2%
MCD vs KKR
+34.3%
-9.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | 0.0% |
| 7D | +7.3% | +5.1% | +2.2% | +6.8% |
| 30D | +20.0% | +10.9% | +9.1% | +18.9% |
| 3M | +3.8% | -2.9% | +6.7% | +3.9% |
| 6M | +3.8% | -1.2% | +5.0% | +3.6% |
| YTD | -5.9% | -20.4% | +14.6% | -4.4% |
| 1Y | -3.2% | -15.4% | +12.2% | -2.4% |
| 3Y | +13.3% | +61.9% | -48.6% | +1.9% |
| 5Y | +25.2% | +38.3% | -13.0% | +12.7% |
| All | +25.2% | +34.3% | -9.0% | +12.7% |
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