+527.4%
SAP vs KKR
+1,536.3%
-1,008.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +6.5% | +14.5% | -8.0% | +1.6% |
| 3M | +12.2% | -15.0% | +27.2% | +18.3% |
| 6M | +46.1% | +1.0% | +45.0% | +44.5% |
| YTD | -1.6% | -22.6% | +21.0% | +5.8% |
| 1Y | -5.1% | -18.2% | +13.1% | -0.1% |
| 3Y | +68.4% | +56.4% | +12.0% | +33.4% |
| 5Y | +79.4% | +29.6% | +49.9% | +46.4% |
| 10Y | +230.5% | +671.3% | -440.9% | +39.3% |
| All | +527.4% | +1,536.3% | -1,008.9% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling