+78.8%
SAP vs KKR
+29.7%
+49.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.9% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | +6.5% | +11.5% | -5.0% | +2.6% |
| 3M | +14.7% | -12.4% | +27.0% | +19.3% |
| 6M | +39.9% | -1.9% | +41.8% | +39.9% |
| YTD | -2.0% | -23.3% | +21.4% | +5.4% |
| 1Y | -6.0% | -20.4% | +14.4% | -0.4% |
| 3Y | +67.7% | +56.1% | +11.6% | +28.6% |
| 5Y | +78.8% | +28.4% | +50.4% | +36.2% |
| All | +78.8% | +29.7% | +49.1% | +36.2% |
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