+21.1%
STM vs KKR
+72.2%
-51.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | 0.0% |
| 7D | +1.7% | -2.2% | +3.9% | +2.8% |
| 30D | -5.2% | +0.3% | -5.4% | -5.8% |
| 3M | -29.6% | +8.8% | -38.4% | -33.5% |
| 6M | +54.4% | +14.9% | +39.5% | +39.5% |
| YTD | +99.5% | -17.9% | +117.4% | +116.8% |
| 1Y | +100.8% | -23.7% | +124.4% | +126.1% |
| 3Y | +20.2% | +69.1% | -48.9% | -24.5% |
| 5Y | +21.1% | +72.6% | -51.4% | -28.4% |
| All | +21.1% | +72.2% | -51.0% | -28.4% |
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