+272.5%
PM vs KKR
+670.8%
-398.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | -3.2% | +14.5% | -17.8% | -5.3% |
| 3M | +6.2% | -15.0% | +21.2% | +8.8% |
| 6M | +7.7% | +1.0% | +6.6% | +6.9% |
| YTD | +27.3% | -22.6% | +49.9% | +31.4% |
| 1Y | +32.8% | -18.2% | +51.0% | +35.6% |
| 3Y | +150.0% | +56.4% | +93.6% | +111.6% |
| 5Y | +164.2% | +29.6% | +134.7% | +127.3% |
| All | +272.5% | +670.8% | -398.3% | +117.2% |
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 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