+31.2%
KKR vs SFM
+116.0%
-84.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.6% |
| 7D | +1.6% | +6.0% | -4.4% | +0.6% |
| 30D | +14.5% | -19.5% | +34.0% | +18.0% |
| 3M | -15.0% | -37.0% | +22.1% | -8.5% |
| 6M | +1.0% | -41.0% | +42.0% | +9.4% |
| YTD | -22.6% | -34.6% | +12.0% | -18.5% |
| 1Y | -18.2% | -36.3% | +18.0% | -13.5% |
| 3Y | +56.4% | +24.5% | +31.8% | +47.6% |
| All | +31.2% | +116.0% | -84.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling