Performance analysis of KKR Real Estate Finance Trust (KREF)
Annual Return
Over the past 3 years, KREF has had an average annual return of -6.68%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, KREF has had an average annual return of -11.62%, underperforming the benchmark SPY, which returned +13.88% annual.
Since May 5, 2017, KREF has had an average annual return of -3.02%, underperforming the benchmark SPY, which returned +15.25% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -14.08% | -9.30% | -15.92% | +9.01% | -25.78% | +27.88% | -2.62% | +16.14% | +4.16% | -5.23% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.74% | -16.07% | -8.34% | +0.16% | +8.81% | +1.73% | -14.08% | ||||||
| 2025 | -1.18% | +11.12% | -0.36% | -14.35% | -3.46% | +1.01% | +3.08% | +6.53% | -3.95% | -9.55% | +4.30% | -0.24% | -9.30% |
| 2024 | -7.48% | -20.34% | +5.77% | -6.45% | +0.52% | -1.69% | +26.85% | +3.92% | +5.61% | -6.15% | +0.34% | -11.01% | -15.92% |
| 2023 | +14.11% | -8.97% | -18.41% | -5.70% | +4.56% | +12.22% | +2.39% | +0.40% | -1.66% | -12.05% | +20.31% | +8.69% | +9.01% |
| 2022 | +2.44% | +0.61% | -1.99% | -7.81% | +7.48% | -12.44% | +11.69% | -1.18% | -13.38% | +7.20% | -4.99% | -13.03% | -25.78% |
| 2021 | -4.46% | +7.65% | +2.08% | +14.73% | +2.60% | +3.19% | -1.48% | +0.09% | +0.91% | +2.89% | -4.97% | +3.05% | +27.88% |
| 2020 | +3.09% | -6.70% | -21.32% | +5.13% | +2.60% | +5.07% | +0.42% | +9.31% | -6.81% | +1.09% | +9.09% | +0.67% | -2.62% |
| 2019 | +7.68% | -1.21% | +0.40% | +0.75% | -1.94% | +2.90% | +0.55% | -5.59% | +5.55% | +2.66% | +0.70% | +3.26% | +16.14% |
| 2018 | -2.80% | +0.77% | +4.37% | -1.74% | +3.25% | -0.69% | +4.75% | +2.32% | -2.81% | -0.45% | -2.88% | +0.42% | +4.16% |
| 2017 | -0.09% | -1.64% | -4.65% | +1.31% | +3.09% | -3.89% | +1.38% | -0.61% | -5.23% |
Drawdown analysis of KKR Real Estate Finance Trust (KREF)
The maximum drawdown for the KREF was -57.39%, occurring on Mar 27, 2026. This drawdown has not yet recovered.
The current KREF drawdown is -50.67%.
Since May 5, 2017 KREF has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.39% | Oct 27, 2021 | 1107 | Mar 27, 2026 | Ongoing | Ongoing | Ongoing |
| -55.29% | Feb 21, 2020 | 21 | Mar 23, 2020 | 265 | Apr 12, 2021 | 286 |
| -15.11% | Jun 2, 2017 | 173 | Feb 8, 2018 | 137 | Aug 24, 2018 | 310 |
| -10.60% | Jun 16, 2021 | 45 | Aug 19, 2021 | 43 | Oct 20, 2021 | 88 |
| -10.11% | Aug 27, 2018 | 82 | Dec 24, 2018 | 25 | Jan 31, 2019 | 107 |
| -8.92% | May 3, 2021 | 7 | May 12, 2021 | 11 | May 27, 2021 | 18 |
| -7.00% | Jul 23, 2019 | 16 | Aug 14, 2019 | 51 | Oct 25, 2019 | 67 |
| -3.32% | May 3, 2019 | 19 | May 31, 2019 | 22 | Jul 2, 2019 | 41 |
| -3.19% | Feb 4, 2019 | 23 | Mar 8, 2019 | 21 | Apr 8, 2019 | 44 |
| -3.03% | May 26, 2017 | 2 | May 31, 2017 | 2 | Jun 2, 2017 | 4 |
| -2.81% | Oct 28, 2019 | 6 | Nov 5, 2019 | 21 | Dec 5, 2019 | 27 |
| -1.81% | Jun 9, 2021 | 1 | Jun 10, 2021 | 2 | Jun 14, 2021 | 3 |
| -1.66% | Dec 6, 2019 | 4 | Dec 12, 2019 | 4 | Dec 18, 2019 | 8 |
| -1.45% | May 5, 2017 | 3 | May 10, 2017 | 4 | May 16, 2017 | 7 |
| -1.41% | Apr 16, 2021 | 1 | Apr 19, 2021 | 6 | Apr 27, 2021 | 7 |
| -1.28% | Apr 16, 2019 | 3 | Apr 22, 2019 | 9 | May 3, 2019 | 12 |
| -1.13% | Feb 6, 2020 | 2 | Feb 10, 2020 | 1 | Feb 11, 2020 | 3 |
| -1.02% | Oct 21, 2021 | 1 | Oct 22, 2021 | 1 | Oct 25, 2021 | 2 |
| -0.79% | Apr 8, 2019 | 1 | Apr 9, 2019 | 2 | Apr 11, 2019 | 3 |
| -0.71% | Jan 23, 2020 | 1 | Jan 24, 2020 | 7 | Feb 4, 2020 | 8 |
| -0.67% | May 18, 2017 | 1 | May 19, 2017 | 1 | May 22, 2017 | 2 |
| -0.60% | Apr 13, 2021 | 1 | Apr 14, 2021 | 2 | Apr 16, 2021 | 3 |
| -0.53% | Jan 31, 2019 | 1 | Feb 1, 2019 | 1 | Feb 4, 2019 | 2 |
| -0.50% | Jul 15, 2019 | 3 | Jul 18, 2019 | 3 | Jul 23, 2019 | 6 |
| -0.44% | Jul 3, 2019 | 1 | Jul 5, 2019 | 5 | Jul 12, 2019 | 6 |