+99.6%
STM vs KKR
-20.0%
+119.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +5.8% | -0.9% | +6.7% | +6.0% |
| 30D | -1.0% | +2.2% | -3.2% | -2.0% |
| 3M | -33.3% | +13.1% | -46.3% | -36.2% |
| 6M | +57.4% | +15.3% | +42.1% | +47.6% |
| YTD | +102.2% | -15.0% | +117.2% | +115.1% |
| 1Y | +99.6% | -21.0% | +120.6% | +110.0% |
| All | +99.6% | -20.0% | +119.6% | +110.0% |
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