-3.4%
PEP vs KKR
+59.0%
-62.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.9% |
| 30D | +12.5% | +14.5% | -2.0% | +12.7% |
| 3M | +4.5% | -15.0% | +19.5% | +4.3% |
| 6M | -0.5% | +1.0% | -1.5% | -0.3% |
| YTD | +4.4% | -22.6% | +27.1% | +4.4% |
| 1Y | +4.4% | -18.2% | +22.6% | +4.3% |
| 3Y | -3.4% | +56.4% | -59.8% | +4.2% |
| All | -3.4% | +59.0% | -62.4% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling