+31.2%
KKR vs STLA
-74.6%
+105.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +1.6% | -13.8% | +15.4% | +7.8% |
| 30D | +14.5% | -10.5% | +25.1% | +19.3% |
| 3M | -15.0% | -28.9% | +13.9% | -3.2% |
| 6M | +1.0% | -49.7% | +50.8% | +32.2% |
| YTD | -22.6% | -64.9% | +42.3% | +15.1% |
| 1Y | -18.2% | -64.0% | +45.8% | +19.7% |
| 3Y | +56.4% | -77.4% | +133.8% | +169.7% |
| All | +31.2% | -74.6% | +105.8% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling