+696.7%
KKR vs STLA
+55.1%
+641.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.7% |
| 7D | -6.2% | -2.9% | -3.3% | -5.0% |
| 30D | -8.9% | +0.9% | -9.8% | -9.3% |
| 3M | +6.3% | -21.6% | +27.9% | +16.7% |
| 6M | +16.5% | -21.6% | +38.1% | +26.3% |
| YTD | -20.3% | -50.4% | +30.2% | +2.3% |
| 1Y | -29.8% | -43.6% | +13.8% | -16.2% |
| 3Y | +63.2% | -66.4% | +129.6% | +133.6% |
| 5Y | +68.0% | -62.3% | +130.3% | +122.5% |
| All | +696.7% | +55.1% | +641.6% | +519.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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