+474.5%
SAP vs KKR
+1,697.8%
-1,223.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +9.0% | +2.2% | +6.8% | +8.0% |
| 3M | +14.9% | +13.1% | +1.9% | +9.8% |
| 6M | +11.9% | +15.3% | -3.4% | +5.8% |
| YTD | -9.9% | -15.0% | +5.1% | -6.0% |
| 1Y | -19.5% | -21.0% | +1.5% | -14.4% |
| 3Y | +61.8% | +76.7% | -14.9% | +22.8% |
| 5Y | +56.2% | +74.3% | -18.2% | +14.7% |
| 10Y | +180.6% | +753.7% | -573.1% | +14.4% |
| All | +474.5% | +1,697.8% | -1,223.2% | +58.5% |
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