-18.7%
SAP vs KKR
-26.9%
+8.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.1% | -6.2% | +2.1% | -2.2% |
| 30D | +1.1% | -8.9% | +9.9% | +3.8% |
| 3M | +26.1% | +6.3% | +19.8% | +23.8% |
| 6M | +9.8% | +16.5% | -6.7% | +5.2% |
| YTD | -13.6% | -20.3% | +6.7% | -9.8% |
| 1Y | -18.7% | -29.8% | +11.1% | -15.7% |
| All | -18.7% | -26.9% | +8.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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