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KKR

KKR & Co. Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-19
Executive Summary
The quantitative backtest for KKR (KKR & Co. Inc) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -44.4% (compared to the benchmark's drawdown of -53.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 19.4%, compared to a Buy-and-Hold benchmark return of 19.2%. The strategy executed 75 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

🛡️ KKR Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →
Peak Drawdown Defense
-44.4% (vs -53.1% B&H)
+8.7% shallower drawdown
Downside Efficiency
0.93 Sortino
+0.25 vs 0.68 B&H
Capital Sheltered from Risk
27.3% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 KKR Quality Metrics & KPI Summary

Metric 1Y5Y10YFull
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
Max Drawdown-18.04%-43.64%-32.93%-49.42%-32.93%-49.42%-44.36%-53.10%
Sharpe Ratio-0.66-0.700.550.290.940.580.730.51
Sortino Ratio-0.58-0.940.620.391.190.770.930.68
CAGR-9.62%-23.55%15.04%12.09%27.07%23.65%19.40%19.19%
% Time Invested29.4%100.0%59.4%100.0%74.0%100.0%72.7%100.0%
Trades / Year6.00.06.60.05.10.05.40.0

Cumulative Growth Performance

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Hydrating Performance Trajectory... Loading historical performance data
Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of KKR under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 19.4% CAGR with a -44.4% Max Drawdown across 75 trade signals (compared to Buy & Hold's 19.2% CAGR and -53.1% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for KKR under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for KKR under Excess Return MMA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.
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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset Category 1Y Correlation (r) Action
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Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription.
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2026-03-18 2026-04-14 Completed 33.33% $87.71 $98.62 12.38% Signal
2026-02-24 2026-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-02-19 2026-03-04 Completed 33.33% $102.24 $91.15 -10.90% Signal
2026-02-12 2026-02-24 Completed 33.33% $106.32 $91.91 -13.60% Stop
2026-01-27 2026-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2026-01-21 2026-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-12-01 2026-01-27 Completed 33.33% $119.81 $118.92 -0.79% Stop
2025-10-23 2026-01-21 Completed 33.33% $122.73 $123.74 0.77% Stop
2025-07-09 2025-12-01 Interest (CASH) 33.33% $1.00 $1.02 1.64% Interest Income
2025-10-27 2025-11-26 Completed 33.33% $122.08 $120.42 -1.40% Signal
2025-10-03 2025-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-10-01 2025-10-23 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-07-22 2025-10-03 Completed 33.33% $143.11 $126.01 -11.99% Stop
2025-04-29 2025-10-01 Completed 33.33% $112.55 $127.34 13.08% Stop
2025-04-07 2025-07-22 Interest (CASH) 33.33% $1.00 $1.01 1.23% Interest Income
2025-04-30 2025-07-09 Completed 33.33% $109.15 $137.79 26.17% Signal
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-04 2025-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-17 2025-04-07 Completed 33.33% $110.11 $88.88 -19.32% Stop
2025-03-17 2025-04-07 Completed 33.33% $110.11 $88.88 -19.32% Stop
2025-03-07 2025-04-04 Completed 33.33% $115.10 $95.78 -16.83% Stop
2025-02-21 2025-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-02-21 2025-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-02-12 2025-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-08-28 2025-02-21 Completed 33.33% $120.75 $134.50 11.33% Stop
2024-08-28 2025-02-21 Completed 33.33% $120.75 $134.50 11.33% Stop
2025-01-17 2025-02-12 Completed 33.33% $153.87 $139.03 -9.69% Stop
2024-12-23 2025-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-08-28 2024-12-23 Completed 33.33% $120.75 $145.34 20.31% Stop
2024-08-06 2024-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-08-06 2024-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2024-08-06 2024-08-28 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-07-03 2024-08-06 Completed 33.33% $54.74 $105.99 93.54% Stop
2023-06-12 2024-08-06 Completed 33.33% $54.26 $105.99 95.24% Stop
2023-04-18 2024-08-06 Completed 33.33% $51.55 $105.99 105.52% Stop
2023-06-01 2023-07-03 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2023-01-30 2023-06-12 Interest (CASH) 33.33% $1.00 $1.02 1.81% Interest Income
2023-04-05 2023-06-01 Completed 33.33% $49.11 $50.01 1.77% Signal
2022-06-03 2023-04-18 Interest (CASH) 33.33% $1.00 $1.03 3.22% Interest Income
2023-03-14 2023-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-01-25 2023-03-14 Completed 33.33% $50.84 $50.25 -1.20% Stop
2022-12-23 2023-01-30 Completed 33.33% $45.20 $53.20 17.63% Signal
2022-03-21 2023-01-25 Interest (CASH) 33.33% $1.00 $1.02 2.30% Interest Income
2022-12-01 2022-12-23 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2022-09-22 2022-12-01 Completed 33.33% $44.56 $50.73 13.79% Stop
2022-08-30 2022-09-22 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2022-07-08 2022-08-30 Completed 33.33% $46.71 $50.04 7.09% Stop
2022-06-14 2022-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2022-05-17 2022-06-14 Completed 33.33% $50.66 $45.45 -10.32% Stop
2022-05-19 2022-06-03 Completed 33.33% $48.12 $53.50 11.13% Signal
2022-04-27 2022-05-19 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-04-25 2022-05-17 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2022-03-15 2022-04-27 Completed 33.33% $49.06 $48.80 -0.58% Stop
2022-03-30 2022-04-25 Completed 33.33% $58.93 $49.61 -15.86% Stop
2022-03-08 2022-03-30 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-03-15 2022-03-21 Completed 33.33% $49.06 $57.23 16.59% Signal
2022-02-18 2022-03-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-02-18 2022-03-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-02-16 2022-03-08 Completed 33.33% $59.68 $50.09 -16.11% Stop
2022-02-01 2022-02-18 Completed 33.33% $68.84 $56.93 -17.35% Stop
2022-02-01 2022-02-18 Completed 33.33% $68.84 $56.93 -17.35% Stop
2022-01-25 2022-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-07 2022-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2022-01-07 2022-02-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-12-30 2022-01-25 Completed 33.33% $71.86 $61.24 -14.82% Stop
2020-06-30 2022-01-07 Completed 33.33% $28.47 $67.60 137.35% Stop
2020-03-24 2022-01-07 Completed 33.33% $18.79 $67.60 259.64% Stop
2021-12-07 2021-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-04-27 2021-12-07 Completed 33.33% $22.45 $73.55 227.43% Stop
2020-04-24 2020-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-04-02 2020-04-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-04-24 Completed 33.33% $18.79 $21.89 16.44% Signal
2020-03-23 2020-04-02 Completed 33.33% $17.20 $20.27 17.80% Stop
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-28 2020-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2019-07-18 2020-03-02 Completed 33.33% $23.56 $27.11 15.04% Stop
2019-04-08 2020-03-02 Completed 33.33% $21.89 $27.11 23.78% Stop
2019-10-25 2020-02-28 Completed 33.33% $25.87 $26.08 0.75% Stop
2019-10-03 2019-10-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-12-14 2019-10-03 Completed 33.33% $18.81 $23.55 25.13% Stop
2019-03-25 2019-07-18 Interest (CASH) 33.33% $1.00 $1.01 0.74% Interest Income
2018-12-13 2019-04-08 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2019-01-15 2019-03-25 Completed 33.33% $19.03 $21.80 14.49% Signal
2018-12-20 2019-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-15 2018-12-20 Completed 33.33% $20.43 $17.62 -13.83% Stop
2018-11-20 2018-12-14 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-15 2018-12-13 Completed 33.33% $20.43 $19.50 -4.63% Signal
2018-11-02 2018-11-20 Completed 33.33% $22.71 $18.97 -16.53% Stop
2018-10-24 2018-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-10-24 2018-11-15 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-10-11 2018-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-04-25 2018-10-24 Completed 33.33% $18.95 $21.02 10.83% Stop
2018-04-25 2018-10-24 Completed 33.33% $18.95 $21.02 10.83% Stop
2018-04-25 2018-10-11 Completed 33.33% $18.95 $22.23 17.23% Stop
2018-04-03 2018-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-04-03 2018-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-04-03 2018-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-03-02 2018-04-03 Completed 33.33% $19.20 $18.03 -6.10% Stop
2016-08-26 2018-04-03 Completed 33.33% $12.52 $18.03 44.01% Stop
2016-07-25 2018-04-03 Completed 33.33% $12.01 $18.03 50.05% Stop
2018-02-07 2018-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2016-07-25 2018-02-07 Completed 33.33% $12.01 $19.63 63.34% Stop
2016-08-04 2016-08-26 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-07-22 2016-08-04 Completed 33.33% $11.68 $12.18 4.23% Signal
2015-12-04 2016-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2015-10-16 2016-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2016-06-29 2016-07-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-06-20 2016-06-29 Completed 33.33% $10.66 $10.29 -3.53% Signal
2015-10-14 2016-06-20 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2015-10-21 2015-12-04 Completed 33.33% $13.75 $13.47 -2.11% Stop
2015-09-29 2015-10-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-16 2015-10-16 Completed 33.33% $15.21 $14.37 -5.62% Signal
2015-10-09 2015-10-14 Completed 33.33% $15.25 $14.53 -4.81% Stop
2015-08-24 2015-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-09-15 2015-09-29 Completed 33.33% $14.88 $13.40 -10.02% Stop
2015-08-24 2015-09-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-21 2015-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-07-31 2015-08-24 Completed 33.33% $19.44 $14.31 -26.41% Stop
2015-02-09 2015-08-24 Completed 33.33% $18.90 $14.31 -24.33% Stop
2014-10-27 2015-08-21 Completed 33.33% $16.87 $16.09 -4.67% Stop
2015-07-09 2015-07-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-23 2015-07-09 Completed 33.33% $18.37 $17.94 -2.42% Signal
2015-01-15 2015-02-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-12-02 2015-01-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-05 2015-01-15 Completed 33.33% $16.48 $17.89 8.50% Signal
2014-11-21 2014-12-02 Completed 33.33% $17.63 $16.60 -5.87% Stop
2014-10-14 2014-11-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-14 2014-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-03 2014-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-07-07 2014-10-14 Completed 33.33% $18.10 $15.04 -16.92% Stop
2013-07-18 2014-10-14 Completed 33.33% $13.53 $15.04 11.08% Stop
2014-05-07 2014-10-03 Completed 33.33% $16.59 $16.30 -1.79% Stop
2014-05-09 2014-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-07-18 2014-05-09 Completed 33.33% $13.53 $15.93 17.68% Signal
2014-04-14 2014-05-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-27 2014-04-14 Completed 33.33% $17.10 $15.79 -7.71% Stop
2014-02-04 2014-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-28 2014-02-04 Completed 33.33% $13.28 $16.06 20.84% Stop
2013-06-25 2013-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-25 2013-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-06 2013-06-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-09-26 2013-06-25 Completed 33.33% $9.37 $12.27 30.89% Stop
2012-09-26 2013-06-25 Completed 33.33% $9.37 $12.27 30.89% Stop
2012-12-31 2013-06-06 Completed 33.33% $9.57 $12.50 30.55% Stop
2012-12-06 2012-12-31 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-09-26 2012-12-06 Completed 33.33% $9.37 $8.78 -6.35% Stop
2012-09-24 2012-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-09-24 2012-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-09-24 2012-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income