+577.5%
KKR vs SFM
+48.8%
+528.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | +1.6% | +6.0% | -4.4% | +0.7% |
| 30D | +14.5% | -19.5% | +34.0% | +17.6% |
| 3M | -15.0% | -37.0% | +22.1% | -9.4% |
| 6M | +1.0% | -41.0% | +42.0% | +8.2% |
| YTD | -22.6% | -34.6% | +12.0% | -19.0% |
| 1Y | -18.2% | -36.3% | +18.0% | -14.0% |
| 3Y | +56.4% | +24.5% | +31.8% | +48.0% |
| 5Y | +29.6% | +115.9% | -86.3% | +11.3% |
| 10Y | +671.3% | +139.5% | +531.8% | +520.7% |
| All | +577.5% | +48.8% | +528.8% | +479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling