-5.4%
STM vs KKR
+29.7%
-35.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +1.9% |
| 7D | +16.3% | -1.1% | +17.4% | +16.9% |
| 30D | -6.3% | +11.5% | -17.8% | -12.0% |
| 3M | -14.1% | -12.4% | -1.7% | -8.8% |
| 6M | -19.6% | -1.9% | -17.7% | -20.5% |
| YTD | +80.1% | -23.3% | +103.5% | +101.7% |
| 1Y | +95.4% | -20.4% | +115.8% | +113.6% |
| 3Y | +14.7% | +56.1% | -41.4% | -25.6% |
| 5Y | -5.4% | +28.4% | -33.8% | -35.7% |
| All | -5.4% | +29.7% | -35.1% | -35.7% |
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