-18.2%
KKR vs STRL
-22.7%
+4.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +0.9% |
| 7D | +1.6% | +15.7% | -14.0% | +1.4% |
| 30D | +14.5% | -35.5% | +50.0% | +15.3% |
| 3M | -15.0% | -47.1% | +32.2% | -13.9% |
| 6M | +1.0% | -65.8% | +66.8% | +3.4% |
| YTD | -22.6% | -4.5% | -18.1% | -26.3% |
| 1Y | -18.2% | -10.5% | -7.7% | -21.2% |
| All | -18.2% | -22.7% | +4.4% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling