+1,750.7%
KKR vs STLA
+225.2%
+1,525.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -0.9% | +2.6% | -3.5% | -1.7% |
| 30D | +2.2% | -1.2% | +3.4% | +2.4% |
| 3M | +13.1% | -24.8% | +37.8% | +22.8% |
| 6M | +15.3% | -25.6% | +40.8% | +24.7% |
| YTD | -15.0% | -48.9% | +33.9% | +1.6% |
| 1Y | -21.0% | -38.8% | +17.8% | -11.8% |
| 3Y | +76.7% | -64.5% | +141.2% | +128.2% |
| 5Y | +74.3% | -62.4% | +136.8% | +118.8% |
| 10Y | +753.7% | +55.4% | +698.3% | +642.8% |
| All | +1,750.7% | +225.2% | +1,525.5% | +1,420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling