+695.1%
KKR vs STRL
+6,846.4%
-6,151.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | -8.1% | +5.4% | -13.5% | -9.2% |
| 30D | -9.1% | -9.0% | -0.1% | -7.6% |
| 3M | +6.4% | -37.1% | +43.4% | +15.3% |
| 6M | +12.6% | +17.8% | -5.3% | -1.3% |
| YTD | -20.4% | +58.3% | -78.8% | -36.3% |
| 1Y | -27.1% | +61.0% | -88.1% | -43.0% |
| 3Y | +63.8% | +517.8% | -454.0% | -15.6% |
| 5Y | +67.6% | +2,119.0% | -2,051.4% | -39.3% |
| All | +695.1% | +6,846.4% | -6,151.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STRL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling