+1,688.1%
KKR vs SM
-0.6%
+1,688.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +0.3% | +20.3% | -20.0% | -3.0% |
| 3M | +8.8% | +22.9% | -14.1% | +4.1% |
| 6M | +14.9% | +47.8% | -32.9% | +5.4% |
| YTD | -17.9% | +107.5% | -125.3% | -29.2% |
| 1Y | -23.7% | +51.7% | -75.4% | -30.9% |
| 3Y | +69.1% | -0.9% | +69.9% | +61.8% |
| 5Y | +72.6% | +112.2% | -39.7% | +42.1% |
| 10Y | +728.2% | +20.3% | +707.9% | +433.9% |
| All | +1,688.1% | -0.6% | +1,688.7% | +951.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling