+13.7%
SPGI vs KKR
+29.5%
-15.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +15.9% | +14.5% | +1.4% | +10.7% |
| 3M | +12.3% | -15.0% | +27.3% | +18.3% |
| 6M | +23.7% | +1.0% | +22.7% | +22.4% |
| YTD | -3.5% | -22.6% | +19.1% | +3.9% |
| 1Y | +0.4% | -18.2% | +18.6% | +5.9% |
| 3Y | +29.9% | +56.4% | -26.5% | -0.4% |
| All | +13.7% | +29.5% | -15.7% | -11.4% |
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