KKR Real Estate Stock Alpha and Beta Analysis

KREF Stock  USD 6.45  0.03  0.47%   
The alpha and beta module for KKR Real Estate measures how much of KKR Real's returns are market-driven. A high KKR Real beta amplifies market swings, making positive alpha essential to justify volatility. Indicators tied to KKR Real's market risk premium evaluation are listed in this section. Price and volume history from exchange records underpins the dataset.
 Beta
1.02
 Alpha
-0.31
 Risk
2.03
 Sharpe Ratio
-0.19
 Expected Return
-0.39
Measured against Dow Jones Industrial, KKR Real has alpha 0.31  and beta 1.02  . Returns on KKR Real closely shadow the overall market, offering near-index exposure without significant amplification or dampening. In the latest reporting cycle, Book Value Per Share is on a downward trend. The most recent reading for Book Value Per Share was 18.34. As of March 26, 2026, Tangible Book Value Per Share is estimated to increase to 23.32, while Enterprise Value Over EBITDA is moving lower toward 17.82.

Enterprise Value

4.23 Billion
Beta quantifies how much an asset moves relative to its benchmark index. Alpha represents the intercept in the return relationship, the consistent excess above market exposure.
KKR Real Performance paired with KKR Real Analysis, KKR Real Valuation, KKR Real Correlation, KKR Real Hype Analysis, KKR Real Volatility, KKR Real Price History builds a performance reference for KKR Real.

Market Premiums

The risk premium on KKR Real Estate connects expected return with the level of market exposure investors accept. Alpha and beta help judge whether KKR Real has earned returns above what the market benchmark alone would imply.
α-0.3076   β1.02

Expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of KKR Real's Buy-and-hold return. Our buy-and-hold chart shows how KKR Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Market Price Analysis

Technical market-price analysis for KKR Real Estate gives investors another way to read timing, sentiment, and position risk while the broader narrative keeps evolving. The practical goal is to identify where momentum, trend, and risk conditions may improve or weaken the reward profile before capital is committed.

Return and Market Media

The median price of KKR Real for the period between Fri, Dec 26, 2025 and Thu, Mar 26, 2026 is 7.41 with a coefficient of variation of 9.09. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 7.5, and mean deviation of 0.63. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  

Performance Metrics & Calculation Methodology

Return quality for KKR Real evaluates how consistent and repeatable performance has been across periods. Consistent positive returns across rolling windows support confidence in structural performance patterns. KKR Real shows ROE of -3.85%, ROA of -0.79%.

Inputs for KKR Real Estate come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. Analyst inputs may be included when coverage is available. Some fields can appear with publication lag. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on March 2nd, 2026

KKR Real Upcoming Company Events

Investors following KKR Real Estate should monitor filing events closely because reporting quality and disclosure discipline can materially affect the investment case. This is most helpful when investors want to understand whether presentation quality is reinforcing or weakening confidence in the reported numbers.
6th of February 2024
Upcoming Quarterly Report
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22nd of April 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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6th of February 2024
Next Fiscal Year End
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30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
View

Build Portfolio with KKR Real

Serious investors usually evaluate KKR Real Estate in portfolio context because a good security can still be a weak addition if it increases concentration or unnecessary volatility. The better process compares expected return, volatility, and correlation before the position is increased or introduced.

Build Diversified Portfolios

Align your risk with return expectations

The optimization framework evaluates risk capacity by factoring in risk tolerance and time horizon settings. All metrics are derived from available inputs and shown for reference.

More Resources for KKR Stock Analysis

Reviewing KKR Real Estate typically starts with core financial statements and performance trends. Outlined below are key reports that provide context for KKR Real Estate Stock: