+630.6%
KKR vs SFM
+117.5%
+513.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.8% |
| 7D | -0.6% | -5.8% | +5.2% | +0.3% |
| 30D | +3.0% | -11.4% | +14.4% | +4.8% |
| 3M | +13.6% | -12.2% | +25.8% | +15.5% |
| 6M | +16.2% | -5.2% | +21.4% | +16.1% |
| YTD | -16.6% | -4.5% | -12.1% | -17.0% |
| 1Y | -23.2% | -45.4% | +22.2% | -16.8% |
| 3Y | +71.7% | +91.1% | -19.4% | +53.2% |
| 5Y | +74.8% | +226.8% | -152.0% | +41.9% |
| 10Y | +711.6% | +291.9% | +419.6% | +506.9% |
| All | +630.6% | +117.5% | +513.1% | +493.9% |
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