-9.7%
RKT vs KKR
+66.4%
-76.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.2% |
| 7D | -7.2% | -8.1% | +0.9% | -3.3% |
| 30D | -7.9% | -9.1% | +1.2% | -3.3% |
| 3M | +5.2% | +6.4% | -1.2% | +2.1% |
| 6M | -14.9% | +12.6% | -27.5% | -19.4% |
| YTD | -31.9% | -20.4% | -11.4% | -24.6% |
| 1Y | -36.9% | -27.1% | -9.8% | -27.5% |
| 3Y | +35.7% | +63.8% | -28.1% | -11.2% |
| 5Y | -9.7% | +67.6% | -77.3% | -45.5% |
| All | -9.7% | +66.4% | -76.1% | -45.5% |
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