Moving Average (50/200)
KKR
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
KKR Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 8.31% | 15.07% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.34 | 0.39 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -48.66% | -53.10% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 64.7% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.9 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-12-11 | 2025-12-15 | COMPLETED | 100% | $141.28 | $137.53 | -2.66% | Signal |
| 2025-11-18 | 2025-12-11 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-10-23 | 2025-11-18 | COMPLETED | 100% | $123.20 | $112.80 | -8.44% | Signal |
| 2025-10-01 | 2025-10-23 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-08-11 | 2025-10-01 | COMPLETED | 100% | $142.32 | $127.83 | -10.18% | Stop |
| 2025-04-04 | 2025-08-11 | INTEREST | 100% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2025-03-07 | 2025-04-04 | COMPLETED | 100% | $115.55 | $96.15 | -16.79% | Stop |
| 2025-02-12 | 2025-03-07 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-02-12 | COMPLETED | 100% | $121.21 | $139.57 | 15.14% | Stop |
| 2024-08-06 | 2024-08-28 | INTEREST | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-11-14 | 2024-08-06 | COMPLETED | 100% | $65.17 | $106.40 | 63.25% | Stop |
| 2023-10-23 | 2023-11-14 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-06-13 | 2023-10-23 | COMPLETED | 100% | $55.06 | $53.85 | -2.19% | Stop |
| 2023-05-19 | 2023-06-13 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2023-04-04 | 2023-05-19 | COMPLETED | 100% | $51.07 | $49.20 | -3.67% | Signal |
| 2023-03-13 | 2023-04-04 | INTEREST | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-02-01 | 2023-03-13 | COMPLETED | 100% | $54.28 | $47.18 | -13.09% | Stop |
| 2022-03-08 | 2023-02-01 | INTEREST | 100% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2022-02-16 | 2022-03-08 | COMPLETED | 100% | $59.91 | $50.28 | -16.06% | Stop |
| 2022-01-25 | 2022-02-16 | INTEREST | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-12 | 2022-01-25 | COMPLETED | 100% | $69.53 | $61.48 | -11.58% | Stop |
| 2021-12-20 | 2022-01-12 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-07-02 | 2021-12-20 | COMPLETED | 100% | $29.82 | $67.67 | 126.93% | Stop |
| 2020-04-02 | 2020-07-02 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2020-03-23 | 2020-04-02 | COMPLETED | 100% | $17.27 | $20.35 | 17.86% | Stop |
| 2020-02-28 | 2020-03-23 | INTEREST | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-10-25 | 2020-02-28 | COMPLETED | 100% | $25.97 | $26.18 | 0.80% | Stop |
| 2019-10-03 | 2019-10-25 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-05-15 | 2019-10-03 | COMPLETED | 100% | $22.19 | $23.64 | 6.52% | Stop |
| 2018-12-12 | 2019-05-15 | INTEREST | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2018-11-14 | 2018-12-12 | COMPLETED | 100% | $21.03 | $19.61 | -6.75% | Signal |
| 2018-10-23 | 2018-11-14 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-03-07 | 2018-10-23 | COMPLETED | 100% | $19.94 | $21.48 | 7.74% | Stop |
| 2018-02-12 | 2018-03-07 | INTEREST | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-09-02 | 2018-02-12 | COMPLETED | 100% | $12.68 | $19.05 | 50.30% | Stop |
| 2016-07-27 | 2016-09-02 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-07-25 | 2016-07-27 | COMPLETED | 100% | $12.06 | $12.27 | 1.75% | Signal |
| 2015-10-13 | 2016-07-25 | INTEREST | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2015-10-09 | 2015-10-13 | COMPLETED | 100% | $15.31 | $14.70 | -4.02% | Signal |
| 2015-08-21 | 2015-10-09 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2015-01-05 | 2015-08-21 | COMPLETED | 100% | $18.07 | $16.16 | -10.61% | Stop |
| 2014-11-25 | 2015-01-05 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2014-11-21 | 2014-11-25 | COMPLETED | 100% | $17.70 | $17.34 | -2.00% | Signal |
| 2014-10-03 | 2014-11-21 | INTEREST | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2014-05-07 | 2014-10-03 | COMPLETED | 100% | $16.66 | $16.37 | -1.74% | Stop |
| 2014-04-14 | 2014-05-07 | INTEREST | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-06-28 | 2014-04-14 | COMPLETED | 100% | $13.33 | $15.85 | 18.90% | Stop |
| 2013-06-06 | 2013-06-28 | INTEREST | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2012-08-17 | 2013-06-06 | COMPLETED | 100% | $9.32 | $12.55 | 34.64% | Stop |
| 2012-06-19 | 2012-08-17 | INTEREST | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-06-06 | 2012-06-19 | COMPLETED | 100% | $7.48 | $7.51 | 0.34% | Signal |
| 2012-05-14 | 2012-06-06 | INTEREST | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-02-15 | 2012-05-14 | COMPLETED | 100% | $9.05 | $7.93 | -12.40% | Stop |
| 2011-08-02 | 2012-02-15 | INTEREST | 100% | $1.00 | $1.01 | 1.10% | Interest Income |
| 2011-07-01 | 2011-08-02 | COMPLETED | 100% | $9.91 | $8.58 | -13.46% | Stop |
| 2011-06-09 | 2011-07-01 | INTEREST | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2011-04-29 | 2011-06-09 | COMPLETED | 100% | $11.20 | $9.52 | -14.99% | Stop |
| 2011-04-27 | 2011-04-29 | INTEREST | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
