+343.3%
SPGI vs KKR
+670.8%
-327.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.6% |
| 30D | +15.9% | +14.5% | +1.4% | +9.7% |
| 3M | +12.3% | -15.0% | +27.3% | +19.5% |
| 6M | +23.7% | +1.0% | +22.7% | +22.1% |
| YTD | -3.5% | -22.6% | +19.1% | +5.3% |
| 1Y | +0.4% | -18.2% | +18.6% | +6.8% |
| 3Y | +29.9% | +56.4% | -26.5% | -3.9% |
| 5Y | +15.2% | +29.6% | -14.4% | -10.8% |
| All | +343.3% | +670.8% | -327.5% | +52.7% |
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