+68.0%
KKR vs STT
+195.2%
-127.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.2% | +1.0% | -3.2% | -3.0% |
| 30D | +0.3% | +2.8% | -2.5% | -2.4% |
| 3M | +8.8% | +18.1% | -9.3% | -7.2% |
| 6M | +14.9% | +59.2% | -44.3% | -26.4% |
| YTD | -17.9% | +51.5% | -69.3% | -44.8% |
| 1Y | -23.7% | +75.7% | -99.4% | -55.6% |
| All | +68.0% | +195.2% | -127.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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