+687.0%
KKR vs STLD
+802.0%
-115.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +9.3% | -0.1% | +9.4% | +9.0% |
| 3M | -9.8% | -9.2% | -0.7% | -7.2% |
| 6M | +1.0% | +1.8% | -0.8% | -1.6% |
| YTD | -21.1% | +42.1% | -63.2% | -34.1% |
| 1Y | -17.0% | +58.5% | -75.5% | -33.9% |
| 3Y | +60.6% | +128.2% | -67.6% | +8.0% |
| 5Y | +33.6% | +288.2% | -254.6% | -30.2% |
| 10Y | +687.0% | +799.8% | -112.8% | +157.0% |
| All | +687.0% | +802.0% | -115.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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