+0.5%
SPGI vs KKR
+66.4%
-65.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.9% |
| 7D | -8.9% | -8.1% | -0.8% | -6.3% |
| 30D | +0.6% | -9.1% | +9.8% | +3.8% |
| 3M | +2.0% | +6.4% | -4.4% | -0.5% |
| 6M | +0.1% | +12.6% | -12.5% | -4.5% |
| YTD | -16.4% | -20.4% | +4.0% | -10.8% |
| 1Y | -18.9% | -27.1% | +8.1% | -11.5% |
| 3Y | +13.8% | +63.8% | -50.1% | -13.5% |
| 5Y | +0.5% | +67.6% | -67.1% | -28.6% |
| All | +0.5% | +66.4% | -65.9% | -28.6% |
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