+699.6%
STM vs KKR
+1,536.3%
-836.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +12.0% | +1.6% | +10.4% | +10.9% |
| 30D | -0.4% | +14.5% | -14.9% | -8.2% |
| 3M | -13.2% | -15.0% | +1.8% | -5.9% |
| 6M | -26.1% | +1.0% | -27.1% | -28.1% |
| YTD | +81.2% | -22.6% | +103.8% | +101.6% |
| 1Y | +98.3% | -18.2% | +116.5% | +113.1% |
| 3Y | +16.7% | +56.4% | -39.7% | -20.0% |
| 5Y | -4.8% | +29.6% | -34.4% | -29.4% |
| 10Y | +468.8% | +671.3% | -202.5% | +47.3% |
| All | +699.6% | +1,536.3% | -836.7% | +21.3% |
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