+268.5%
KKR vs SITM
+4,789.7%
-4,521.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -1.0% |
| 7D | -6.2% | +3.9% | -10.0% | -7.0% |
| 30D | -8.9% | -6.6% | -2.3% | -8.0% |
| 3M | +6.3% | -11.9% | +18.1% | +6.1% |
| 6M | +16.5% | +81.1% | -64.7% | -4.6% |
| YTD | -20.3% | +80.0% | -100.2% | -35.6% |
| 1Y | -29.8% | +145.8% | -175.6% | -48.3% |
| 3Y | +63.2% | +475.9% | -412.7% | -10.0% |
| 5Y | +68.0% | +189.2% | -121.3% | -2.0% |
| All | +268.5% | +4,789.7% | -4,521.2% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling