Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 2.30% | 2.41% | 5.57% | 4.14% | 6.98% | 6.41% | 6.89% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.48 | 2.30 | 2.41 | 5.57 | 4.14 | 6.98 | 6.41 | 6.89 | -0.30 | 11.47 | -10.87 | 8.98 | 19.14 | 17.04 | -7.37 | 9.03 | 4.71 | -1.33 | 5.86 | 7.14 | 12.62 | 0.28 | 15.15 | 32.86 | -21.20 | 9.69 | 12.58 | 9.72 | 13.10 | 21.27 | 2.69 | 4.98 |
| Sharpe Ratio | NA | 0.30 | -0.03 | 0.49 | 0.44 | NA | NA | 0.61 | -0.08 | 0.85 | -1.02 | 1.05 | 0.99 | 2.27 | -0.88 | 1.75 | 0.52 | -0.15 | 0.95 | 1.04 | 2.10 | 0.02 | 1.80 | 1.91 | -1.08 | 0.67 | 1.29 | 1.22 | 1.96 | 4.30 | 0.36 | 0.59 |
| Standard Deviation(%) | NA | 8.34 | 9.78 | 11.84 | 10.10 | NA | NA | 9.99 | 7.64 | 8.47 | 12.01 | 8.57 | 19.16 | 6.88 | 9.82 | 4.81 | 8.71 | 9.05 | 6.14 | 6.82 | 5.99 | 10.66 | 8.37 | 17.19 | 20.53 | 10.02 | 7.22 | 6.19 | 6.22 | 4.79 | 4.38 | 4.50 |
| Draw Down(%) | NA | 7.47 | 16.73 | 22.24 | 22.24 | NA | NA | 34.64 | 2.11 | 7.47 | 16.73 | 6.41 | 22.24 | 3.02 | 12.97 | 3.24 | 7.19 | 10.56 | 4.44 | 7.34 | 4.49 | 11.33 | 5.70 | 17.15 | 34.30 | 7.51 | 7.73 | 4.17 | 7.18 | 2.52 | 7.32 | 4.83 |
| Yield(%) | NA | 3.81 | 4.47 | 4.40 | 3.86 | NA | NA | 4.46 | 0.00 | 4.06 | 3.47 | 6.15 | 5.64 | 3.19 | 3.56 | 0.33 | 3.37 | 5.41 | 3.93 | 2.98 | 4.08 | 3.30 | 4.93 | 5.00 | 5.38 | 6.14 | 6.34 | 4.77 | 4.86 | 4.23 | 5.27 | 6.12 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.77%
Feb 2006 - Feb 2009 |
0.83%
Feb 2004 - Feb 2009 |
4.14%
Oct 2013 - Oct 2023 |
4.91%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kohlberg Kravis Roberts (KKR) Co. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
22.25%
Feb 2009 - Feb 2012 |
15.97%
Feb 2009 - Feb 2014 |
9.98%
Mar 2003 - Mar 2013 |
8.47%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart