+67.6%
KKR vs SGI
+45.9%
+21.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.5% |
| 7D | -8.1% | -4.9% | -3.2% | -5.7% |
| 30D | -9.1% | +1.6% | -10.7% | -9.9% |
| 3M | +6.4% | -3.2% | +9.5% | +7.4% |
| 6M | +12.6% | -16.0% | +28.6% | +20.5% |
| YTD | -20.4% | -25.4% | +5.0% | -10.0% |
| 1Y | -27.1% | -21.6% | -5.5% | -20.2% |
| 3Y | +63.8% | +52.9% | +11.0% | +23.4% |
| 5Y | +67.6% | +47.5% | +20.1% | +13.3% |
| All | +67.6% | +45.9% | +21.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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