+67.6%
KKR vs SM
+108.0%
-40.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -8.1% | +2.1% | -10.2% | -8.6% |
| 30D | -9.1% | +18.1% | -27.2% | -13.1% |
| 3M | +6.4% | +17.0% | -10.6% | +0.9% |
| 6M | +12.6% | +55.4% | -42.9% | -3.6% |
| YTD | -20.4% | +108.6% | -129.0% | -38.0% |
| 1Y | -27.1% | +45.7% | -72.7% | -37.2% |
| 3Y | +63.8% | -0.3% | +64.2% | +50.2% |
| 5Y | +67.6% | +113.0% | -45.4% | +31.8% |
| All | +67.6% | +108.0% | -40.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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