+162.6%
PM vs KKR
+29.5%
+133.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +0.5% | +1.6% | -1.1% | +0.4% |
| 30D | -3.2% | +14.5% | -17.8% | -4.2% |
| 3M | +6.2% | -15.0% | +21.2% | +7.4% |
| 6M | +7.7% | +1.0% | +6.6% | +7.4% |
| YTD | +27.3% | -22.6% | +49.9% | +29.6% |
| 1Y | +32.8% | -18.2% | +51.0% | +34.4% |
| 3Y | +150.0% | +56.4% | +93.6% | +123.2% |
| All | +162.6% | +29.5% | +133.1% | +121.0% |
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