KKR
KKR & Co. Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
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 19.6%, compared to a Buy-and-Hold benchmark return of 18.6%. The strategy executed 75 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
KKR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -12.10% | -33.42% | 15.86% | 10.90% | 28.13% | 23.80% | 19.60% | 18.62% |
| Sharpe Ratio | -0.81 | -1.09 | 0.58 | 0.26 | 0.96 | 0.58 | 0.74 | 0.49 |
| Max Drawdown | -18.57% | -44.62% | -32.93% | -49.42% | -32.93% | -49.42% | -44.36% | -53.10% |
| % Time Invested | 57.5% | 100.0% | 81.2% | 100.0% | 89.1% | 100.0% | 86.9% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.6 | 0.0 | 5.3 | 0.0 | 5.4 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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 Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net 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. Upgrade to Pro to Unlock | ||||||||
| 2026-03-18 | 2026-04-14 | Completed | 33.33% | $87.88 | $98.81 | 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% | $102.44 | $91.32 | -10.90% | Signal | |
| 2026-02-12 | 2026-02-24 | Completed | 33.33% | $106.53 | $92.09 | -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% | $120.04 | $119.15 | -0.79% | Stop | |
| 2025-10-23 | 2026-01-21 | Completed | 33.33% | $122.96 | $123.97 | 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% | $122.31 | $120.65 | -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% | $143.38 | $126.25 | -11.99% | Stop | |
| 2025-04-29 | 2025-10-01 | Completed | 33.33% | $112.76 | $127.58 | 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% | $109.36 | $138.05 | 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% | $110.32 | $89.05 | -19.32% | Stop | |
| 2025-03-17 | 2025-04-07 | Completed | 33.33% | $110.32 | $89.05 | -19.32% | Stop | |
| 2025-03-07 | 2025-04-04 | Completed | 33.33% | $115.32 | $95.96 | -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% | $120.98 | $134.75 | 11.33% | Stop | |
| 2024-08-28 | 2025-02-21 | Completed | 33.33% | $120.98 | $134.75 | 11.33% | Stop | |
| 2025-01-17 | 2025-02-12 | Completed | 33.33% | $154.17 | $139.30 | -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% | $120.98 | $145.62 | 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% | $54.84 | $106.19 | 93.54% | Stop | |
| 2023-06-12 | 2024-08-06 | Completed | 33.33% | $54.36 | $106.19 | 95.24% | Stop | |
| 2023-04-18 | 2024-08-06 | Completed | 33.33% | $51.64 | $106.19 | 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% | $49.20 | $50.10 | 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% | $50.93 | $50.35 | -1.20% | Stop | |
| 2022-12-23 | 2023-01-30 | Completed | 33.33% | $45.29 | $53.30 | 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% | $44.64 | $50.83 | 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% | $46.80 | $50.14 | 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% | $50.75 | $45.54 | -10.32% | Stop | |
| 2022-05-19 | 2022-06-03 | Completed | 33.33% | $48.21 | $53.60 | 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% | $49.15 | $48.89 | -0.58% | Stop | |
| 2022-03-30 | 2022-04-25 | Completed | 33.33% | $59.04 | $49.70 | -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% | $49.15 | $57.34 | 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% | $59.79 | $50.19 | -16.11% | Stop | |
| 2022-02-01 | 2022-02-18 | Completed | 33.33% | $68.97 | $57.04 | -17.35% | Stop | |
| 2022-02-01 | 2022-02-18 | Completed | 33.33% | $68.97 | $57.04 | -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% | $72.00 | $61.36 | -14.82% | Stop | |
| 2020-06-30 | 2022-01-07 | Completed | 33.33% | $28.52 | $67.73 | 137.35% | Stop | |
| 2020-03-24 | 2022-01-07 | Completed | 33.33% | $18.82 | $67.73 | 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% | $22.49 | $73.69 | 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% | $18.82 | $21.93 | 16.44% | Signal | |
| 2020-03-23 | 2020-04-02 | Completed | 33.33% | $17.23 | $20.31 | 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% | $23.60 | $27.16 | 15.04% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $21.93 | $27.16 | 23.78% | Stop | |
| 2019-10-25 | 2020-02-28 | Completed | 33.33% | $25.92 | $26.13 | 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% | $18.85 | $23.59 | 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% | $19.07 | $21.84 | 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% | $20.47 | $17.65 | -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% | $20.47 | $19.54 | -4.63% | Signal | |
| 2018-11-02 | 2018-11-20 | Completed | 33.33% | $22.75 | $19.00 | -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% | $18.99 | $21.06 | 10.83% | Stop | |
| 2018-04-25 | 2018-10-24 | Completed | 33.33% | $18.99 | $21.06 | 10.83% | Stop | |
| 2018-04-25 | 2018-10-11 | Completed | 33.33% | $18.99 | $22.27 | 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% | $19.23 | $18.07 | -6.10% | Stop | |
| 2016-08-26 | 2018-04-03 | Completed | 33.33% | $12.54 | $18.07 | 44.01% | Stop | |
| 2016-07-25 | 2018-04-03 | Completed | 33.33% | $12.04 | $18.07 | 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% | $12.04 | $19.67 | 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% | $11.70 | $12.20 | 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% | $10.68 | $10.31 | -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% | $13.78 | $13.50 | -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% | $15.24 | $14.39 | -5.62% | Signal | |
| 2015-10-09 | 2015-10-14 | Completed | 33.33% | $15.28 | $14.56 | -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% | $14.91 | $13.42 | -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% | $19.47 | $14.34 | -26.41% | Stop | |
| 2015-02-09 | 2015-08-24 | Completed | 33.33% | $18.94 | $14.34 | -24.33% | Stop | |
| 2014-10-27 | 2015-08-21 | Completed | 33.33% | $16.91 | $16.12 | -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% | $18.41 | $17.97 | -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% | $16.51 | $17.92 | 8.50% | Signal | |
| 2014-11-21 | 2014-12-02 | Completed | 33.33% | $17.66 | $16.63 | -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% | $18.13 | $15.07 | -16.92% | Stop | |
| 2013-07-18 | 2014-10-14 | Completed | 33.33% | $13.56 | $15.07 | 11.08% | Stop | |
| 2014-05-07 | 2014-10-03 | Completed | 33.33% | $16.62 | $16.33 | -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% | $13.56 | $15.96 | 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% | $17.14 | $15.82 | -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% | $13.31 | $16.09 | 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% | $9.39 | $12.30 | 30.89% | Stop | |
| 2012-09-26 | 2013-06-25 | Completed | 33.33% | $9.39 | $12.30 | 30.89% | Stop | |
| 2012-12-31 | 2013-06-06 | Completed | 33.33% | $9.59 | $12.52 | 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% | $9.39 | $8.80 | -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 | |