+210.9%
PM vs KKR
+710.9%
-500.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +4.7% | -6.2% | +10.8% | +5.7% |
| 30D | +2.6% | -8.9% | +11.5% | +4.0% |
| 3M | +6.6% | +6.3% | +0.3% | +5.2% |
| 6M | +16.5% | +16.5% | 0.0% | +12.8% |
| YTD | +21.2% | -20.3% | +41.4% | +24.7% |
| 1Y | +17.9% | -29.8% | +47.7% | +23.6% |
| 3Y | +129.8% | +63.2% | +66.6% | +93.4% |
| 5Y | +133.0% | +68.0% | +65.1% | +87.3% |
| All | +210.9% | +710.9% | -500.0% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling