+279.5%
KKR vs SITM
+4,437.5%
-4,158.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.2% |
| 7D | -2.2% | +3.7% | -5.9% | -3.0% |
| 30D | +0.3% | -14.5% | +14.8% | +3.1% |
| 3M | +8.8% | -10.6% | +19.4% | +8.1% |
| 6M | +14.9% | +65.5% | -50.6% | -3.9% |
| YTD | -17.9% | +67.0% | -84.9% | -32.6% |
| 1Y | -23.7% | +138.6% | -162.3% | -43.5% |
| 3Y | +69.1% | +421.8% | -352.8% | -4.7% |
| 5Y | +72.6% | +172.4% | -99.9% | +2.1% |
| All | +279.5% | +4,437.5% | -4,158.0% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling