-16.0%
PCG vs KKR
-12.5%
-3.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.7% | +1.1% |
| 7D | +1.9% | +8.9% | -7.0% | +2.3% |
| 30D | +8.5% | +12.7% | -4.1% | +9.2% |
| 3M | -22.9% | -6.2% | -16.7% | -23.3% |
| 6M | -16.8% | -1.5% | -15.2% | -16.7% |
| YTD | -15.8% | -20.1% | +4.3% | -14.9% |
| 1Y | -16.0% | -13.7% | -2.3% | -15.3% |
| All | -16.0% | -12.5% | -3.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling