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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -55.3% (compared to the benchmark's drawdown of -53.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 18.2%, compared to a Buy-and-Hold benchmark return of 18.6%. The strategy executed 25 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
KKR Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -23.06% | -33.42% | 7.32% | 10.90% | 23.46% | 23.80% | 18.23% | 18.62% |
| Sharpe Ratio | -1.11 | -1.09 | 0.23 | 0.26 | 0.72 | 0.58 | 0.61 | 0.49 |
| Max Drawdown | -25.16% | -44.62% | -55.34% | -49.42% | -55.34% | -49.42% | -55.34% | -53.10% |
| % Time Invested | 46.8% | 100.0% | 67.8% | 100.0% | 80.1% | 100.0% | 78.5% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.4 | 0.0 | 1.9 | 0.0 | 1.8 | 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 | ||||||||
| 2026-02-18 | 2026-02-27 | Completed | 100% | $102.19 | $92.03 | -9.99% | Signal | |
| 2026-01-26 | 2026-02-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-10-23 | 2026-01-26 | Completed | 100% | $122.96 | $120.78 | -1.82% | Stop | |
| 2025-10-01 | 2025-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-04-29 | 2025-10-01 | Completed | 100% | $112.76 | $127.58 | 13.08% | Stop | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-07 | 2025-04-04 | Completed | 100% | $115.32 | $95.96 | -16.83% | Stop | |
| 2025-02-12 | 2025-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-02-12 | Completed | 100% | $120.98 | $139.30 | 15.09% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-06-12 | 2024-08-06 | Completed | 100% | $54.36 | $106.19 | 95.24% | Stop | |
| 2022-12-08 | 2023-06-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.42% | Interest Income | |
| 2022-09-27 | 2022-12-08 | Completed | 100% | $43.17 | $46.39 | 7.40% | Stop | |
| 2022-09-02 | 2022-09-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-07-08 | 2022-09-02 | Completed | 100% | $46.80 | $49.56 | 5.86% | Stop | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-05-17 | 2022-06-14 | Completed | 100% | $50.75 | $45.54 | -10.32% | Stop | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-03-30 | 2022-04-25 | Completed | 100% | $59.04 | $49.70 | -15.86% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-02-16 | 2022-03-08 | Completed | 100% | $59.79 | $50.19 | -16.11% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-12 | 2022-01-25 | Completed | 100% | $69.40 | $61.36 | -11.63% | Stop | |
| 2021-12-20 | 2022-01-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-04-27 | 2021-12-20 | Completed | 100% | $22.49 | $67.54 | 200.10% | Stop | |
| 2020-04-02 | 2020-04-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-23 | 2020-04-02 | Completed | 100% | $17.23 | $20.31 | 17.80% | Stop | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-10-25 | 2020-02-28 | Completed | 100% | $25.92 | $26.13 | 0.75% | Stop | |
| 2019-10-03 | 2019-10-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-01-10 | 2019-10-03 | Completed | 100% | $19.46 | $23.59 | 21.17% | Stop | |
| 2018-12-17 | 2019-01-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-14 | 2018-12-17 | Completed | 100% | $20.99 | $18.34 | -12.66% | Stop | |
| 2018-10-23 | 2018-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-03-07 | 2018-10-23 | Completed | 100% | $19.90 | $21.44 | 7.69% | Stop | |
| 2018-02-12 | 2018-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-07-25 | 2018-02-12 | Completed | 100% | $12.04 | $19.01 | 57.91% | Stop | |
| 2015-12-08 | 2016-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2015-10-21 | 2015-12-08 | Completed | 100% | $13.78 | $13.06 | -5.28% | Stop | |
| 2015-09-29 | 2015-10-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-09-15 | 2015-09-29 | Completed | 100% | $14.91 | $13.42 | -10.02% | Stop | |
| 2015-08-21 | 2015-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-27 | 2015-08-21 | Completed | 100% | $16.91 | $16.12 | -4.67% | Stop | |
| 2014-10-03 | 2014-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-05-07 | 2014-10-03 | Completed | 100% | $16.62 | $16.33 | -1.79% | Stop | |
| 2014-04-14 | 2014-05-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-06-28 | 2014-04-14 | Completed | 100% | $13.31 | $15.82 | 18.84% | Stop | |
| 2013-06-06 | 2013-06-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-10-08 | 2013-06-06 | Completed | 100% | $9.39 | $12.52 | 33.29% | Stop | |
| 2012-09-24 | 2012-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |