+720.4%
KKR vs STRL
+6,993.8%
-6,273.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.2% |
| 7D | -2.2% | +8.2% | -10.4% | -4.0% |
| 30D | +0.3% | -6.3% | +6.6% | +1.3% |
| 3M | +8.8% | -41.2% | +50.0% | +19.8% |
| 6M | +14.9% | +20.4% | -5.5% | +0.3% |
| YTD | -17.9% | +61.7% | -79.6% | -34.6% |
| 1Y | -23.7% | +72.7% | -96.4% | -41.5% |
| 3Y | +69.1% | +530.9% | -461.9% | -13.3% |
| 5Y | +72.6% | +2,125.4% | -2,052.8% | -37.5% |
| All | +720.4% | +6,993.8% | -6,273.4% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling