+71.7%
KKR vs STRL
+531.3%
-459.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.4% |
| 7D | -0.6% | +10.1% | -10.7% | -2.4% |
| 30D | +3.0% | -8.2% | +11.2% | +4.3% |
| 3M | +13.6% | -43.7% | +57.3% | +24.0% |
| 6M | +16.2% | +27.1% | -10.9% | +0.2% |
| YTD | -16.6% | +64.0% | -80.6% | -34.1% |
| 1Y | -23.2% | +75.2% | -98.4% | -42.3% |
| 3Y | +71.7% | +539.9% | -468.2% | -11.6% |
| All | +71.7% | +531.3% | -459.6% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling