+56.2%
SAP vs KKR
+72.2%
-16.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | +0.5% |
| 30D | +0.3% | +0.3% | 0.0% | +0.1% |
| 3M | +16.9% | +8.8% | +8.1% | +13.4% |
| 6M | +6.3% | +14.9% | -8.6% | +1.1% |
| YTD | -12.4% | -17.9% | +5.5% | -7.7% |
| 1Y | -21.6% | -23.7% | +2.1% | -16.0% |
| 3Y | +54.8% | +69.1% | -14.3% | +16.4% |
| 5Y | +56.2% | +72.6% | -16.4% | +8.2% |
| All | +56.2% | +72.2% | -16.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling