+4.4%
PEP vs KKR
+29.5%
-25.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +12.5% | +14.5% | -2.0% | +11.7% |
| 3M | +4.5% | -15.0% | +19.5% | +5.3% |
| 6M | -0.5% | +1.0% | -1.5% | -0.6% |
| YTD | +4.4% | -22.6% | +27.1% | +5.7% |
| 1Y | +4.4% | -18.2% | +22.6% | +5.2% |
| 3Y | -3.4% | +56.4% | -59.8% | -11.1% |
| All | +4.4% | +29.5% | -25.0% | -5.2% |
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 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