+56.4%
KKR vs STLA
-77.1%
+133.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +1.6% | -13.8% | +15.4% | +6.1% |
| 30D | +14.5% | -10.5% | +25.1% | +18.0% |
| 3M | -15.0% | -28.9% | +13.9% | -6.5% |
| 6M | +1.0% | -49.7% | +50.8% | +22.6% |
| YTD | -22.6% | -64.9% | +42.3% | +3.8% |
| 1Y | -18.2% | -64.0% | +45.8% | +8.3% |
| 3Y | +56.4% | -77.4% | +133.8% | +105.7% |
| All | +56.4% | -77.1% | +133.5% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling