+75.3%
KKR vs STRL
+2,134.0%
-2,058.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.6% |
| 7D | -0.6% | +10.1% | -10.7% | -2.8% |
| 30D | +3.0% | -8.2% | +11.2% | +4.6% |
| 3M | +13.6% | -43.7% | +57.3% | +26.6% |
| 6M | +16.2% | +27.1% | -10.9% | -2.5% |
| YTD | -16.6% | +64.0% | -80.6% | -36.5% |
| 1Y | -23.2% | +75.2% | -98.4% | -44.6% |
| 3Y | +71.7% | +539.9% | -468.2% | -27.8% |
| All | +75.3% | +2,134.0% | -2,058.7% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling