-21.0%
KKR vs SFM
-41.4%
+20.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +2.2% | -4.4% | +6.5% | +2.4% |
| 3M | +13.1% | +1.5% | +11.5% | +12.4% |
| 6M | +15.3% | +6.5% | +8.8% | +13.2% |
| YTD | -15.0% | +2.2% | -17.2% | -15.8% |
| 1Y | -21.0% | -41.9% | +20.9% | -3.0% |
| All | -21.0% | -41.4% | +20.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling