-21.0%
KKR vs SITM
+174.8%
-195.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.4% | -2.3% |
| 7D | -0.9% | +9.7% | -10.6% | -1.6% |
| 30D | +2.2% | +12.7% | -10.5% | +0.4% |
| 3M | +13.1% | -13.4% | +26.5% | +13.4% |
| 6M | +15.3% | +59.6% | -44.4% | +3.9% |
| YTD | -15.0% | +73.3% | -88.3% | -24.8% |
| 1Y | -21.0% | +165.5% | -186.5% | -40.2% |
| All | -21.0% | +174.8% | -195.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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