+65.8%
KKR vs STLD
+105.6%
-39.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | +2.2% | -11.1% | +13.3% | +7.2% |
| 30D | +7.6% | -4.8% | +12.4% | +9.4% |
| 3M | -6.5% | -14.6% | +8.1% | -1.1% |
| 6M | -3.9% | -7.4% | +3.5% | -3.0% |
| YTD | -23.9% | +32.6% | -56.5% | -36.8% |
| 1Y | -18.5% | +47.3% | -65.9% | -36.2% |
| 3Y | +65.8% | +107.5% | -41.8% | +10.5% |
| All | +65.8% | +105.6% | -39.9% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling