Slicers (applies to each fact value in each table cell)

Reporting Entity [Axis]

0001404912 (http://www.sec.gov/CIK)

Fair Value Disclosures [Abstract]	Period [Axis]
	2016-01-01 - 2016-12-31
Fair Value Disclosures [Abstract]
Schedule of assets and liabilities at fair value	The following tables summarize the valuation of KKR's assets and liabilities by the fair value hierarchy. Carried Interest and Equity Method Investments for which the fair value option has not been elected have been excluded from the tables below.   Assets, at fair value:   December 31, 2016   Level I   Level II   Level III   Total Private Equity $ 1,240,108   $ 116,000   $ 1,559,559   $ 2,915,667 Credit —   1,557,575   3,290,361   4,847,936 Investments of Consolidated CFEs —   8,544,677   5,406,220   13,950,897 Real Assets —   —   1,807,128   1,807,128 Equity Method —   220,896   570,522   791,418 Other 994,677   12,715   1,767,573   2,774,965 Total 2,234,785   10,451,863   14,401,363   27,088,011                 Foreign Exchange Contracts and Options —   240,627   —   240,627 Other Derivatives —   81,593   —   81,593 Total Assets $ 2,234,785   $ 10,774,083   $ 14,401,363   $ 27,410,231   December 31, 2015   Level I   Level II   Level III   Total Private Equity $ 16,614,008   $ 880,928   $ 18,903,538   $ 36,398,474 Credit —   1,287,649   5,012,355   6,300,004 Investments of Consolidated CFEs —   12,735,309   —   12,735,309 Real Assets —   —   4,048,281   4,048,281 Equity Method —   —   891,606   891,606 Other 817,328   449,716   2,581,188   3,848,232 Total 17,431,336   15,353,602   31,436,968   64,221,906                 Foreign Exchange Contracts and Options —   635,183   —   635,183 Other Derivatives —   5,703   —   5,703 Total Assets $ 17,431,336   $ 15,994,488   $ 31,436,968   $ 64,862,792 Liabilities, at fair value:   December 31, 2016   Level I   Level II   Level III   Total Securities Sold Short $ 644,196   $ 3,038   $ —   $ 647,234 Foreign Exchange Contracts and Options —   75,218   —   75,218 Unfunded Revolver Commitments —   9,023   —   9,023 Other Derivatives (1) —   44,015   56,000   100,015 Debt Obligations of Consolidated CFEs —   8,563,547   5,294,741   13,858,288 Total Liabilities $ 644,196   $ 8,694,841   $ 5,350,741   $ 14,689,778   December 31, 2015   Level I   Level II   Level III   Total Securities Sold Short $ 286,981   $ 13,009   $ —   $ 299,990 Foreign Exchange Contracts and Options —   83,748   —   83,748 Unfunded Revolver Commitments —   15,533   —   15,533 Other Derivatives —   104,518   —   104,518 Debt Obligations of Consolidated CFEs —   12,365,222   —   12,365,222 Total Liabilities $ 286,981   $ 12,582,030   $ —   $ 12,869,011 (1) Includes options issued in connection with the acquisition of the 24.9% equity interest in Marshall Wace LLP and its affiliates to increase KKR's ownership interest to 39.9% in periodic increments from 2017 to 2019. The option is valued using a Monte-Carlo simulation valuation methodology. Key inputs used in this methodology that require estimates include Marshall Wace's dividend yield, assets under management volatility and equity volatility.
Summary of changes in assets and liabilities reported at fair value for which Level III inputs have been used to determine fair value	The following tables summarize changes in assets and liabilities reported at fair value for which Level III inputs have been used to determine fair value for the years ended December 31, 2016 and 2015, respectively:    For the Year Ended December 31, 2016       Level III Assets   Level III  Liabilities   Private Equity   Credit   Investments of Consolidated CFEs   Real Assets   Equity Method   Other   Total Level III Assets   Debt  Obligations of Consolidated CFEs Balance, Beg. of Period $ 18,903,538   $ 5,012,355   $ —   $ 4,048,281   $ 891,606   $ 2,581,188   $ 31,436,968   $ — Transfers Out Due to Deconsolidation of Funds (17,856,098 )   (2,354,181 )   —   (2,628,999 )   —   (984,813 )   (23,824,091 )   — Transfers In —   47,536   4,343,829   —   —   180,508   4,571,873   4,272,081 Transfers Out (104,000 )   (7,482 )   —   —   (311,270 )   —   (422,752 )   — Asset Purchases / Debt Issuances 591,459   1,589,920   1,026,801   535,210   101,524   364,180   4,209,094   990,450 Sales / Paydowns (111,018 )   (973,370 )   (32,286 )   (387,593 )   (78,088 )   (162,989 )   (1,745,344 )   — Settlements —   128,299   —   —   —   —   128,299   (32,286 ) Net Realized Gains (Losses) (219,407 )   (9,786 )   —   87,512   3,830   (16,456 )   (154,307 )   — Net Unrealized Gains (Losses) 355,085   (138,496 )   67,876   152,717   (37,080 )   (194,045 )   206,057   64,496 Change in Other Comprehensive Income —   (4,434 )   —   —   —   —   (4,434 )   — Balance, End of Period $ 1,559,559   $ 3,290,361   $ 5,406,220   $ 1,807,128   $ 570,522   $ 1,767,573   $ 14,401,363   $ 5,294,741                                 Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date $ 127,082   $ (138,335 )   $ 67,876   $ 180,543   $ (31,130 )   $ (217,771 )   $ (11,735 )   $ 64,496   For the Year Ended December 31, 2015       Level III Assets   Level III  Liabilities   Private Equity   Credit   Investments of Consolidated CFEs   Real Assets   Equity Method   Other   Total Level III Assets   Debt  Obligations of Consolidated CFEs Balance, Beg. of Period $ 26,276,021   $ 4,192,702   $ 92,495   $ 3,130,404   $ 898,206   $ 1,234,795   $ 35,824,623   $ 7,615,340 Transfers In —   45,461   108,340   —   —   1,187   154,988   — Transfers Out (6,775,013 )   (12,860 )   (153,656 )   —   —   (1,710 )   (6,943,239 )   — Asset Purchases / Debt Issuances 1,822,388   2,641,247   1,308   1,489,967   148,283   1,467,015   7,570,208   — Sales / Paydowns (4,698,120 )   (1,601,897 )   (3,138 )   (127,906 )   (70,749 )   (280,095 )   (6,781,905 )   — Settlements —   291,341   (883 )   —   —   —   290,458   — Net Realized Gains (Losses) 1,806,962   (33,943 )   —   (2,035,726 )   —   61,533   (201,174 )   — Net Unrealized Gains (Losses) 471,300   (496,416 )   (44,466 )   1,591,542   (84,134 )   91,407   1,529,233   — Change in Accounting  Principle (1) —   —   —   —   —   —   —   (7,615,340 ) Change in Other Comprehensive Income —   (13,280 )   —   —   —   7,056   (6,224 )   — Balance, End of Period $ 18,903,538   $ 5,012,355   $ —   $ 4,048,281   $ 891,606   $ 2,581,188   $ 31,436,968   $ —                                 Changes in Net Unrealized Gains (Losses) Included in Net Gains (Losses) from Investment Activities related to Level III Assets and Liabilities still held as of the Reporting Date $ 1,820,279   $ (601,455 )   $ —   $ (442,524 )   $ (28,642 )   $ 55,634   $ 803,292   $ —
Summary of fair value transfers between fair value levels	The following table summarizes the fair value transfers between fair value levels for the years ended December 31, 2016 and 2015:     For the Years Ended December 31,     2016   2015 Assets, at fair value:         Transfers from Level I to Level II 1   $ 73,600   $ 5,538,984 Transfers from Level II to Level I 3   $ —   $ 467,766 Transfers from Level II to Level III 1   $ 4,571,873   $ 154,988 Transfers from Level III to Level II 2   $ 318,752   $ 168,226 Transfers from Level III to Level I 3   $ 104,000   $ 6,775,013       Liabilities, at fair value:     Transfers from Level II to Level III 4   $ 4,272,081   $ — (1) Transfers out of Level I into Level II and Level II into Level III are principally attributable to certain investments that experienced an insignificant level of market activity during the period and thus were valued in the absence of observable inputs. (2) Transfers out of Level III and into Level II are principally attributable to certain investments that experienced a higher level of market activity during the period and thus were valued using observable inputs. (3) Transfers out of Level III and II into Level I are attributable to portfolio companies that are valued using their publicly traded market price. (4) Transfers out of Level II and into Level III are principally attributable to debt obligations of CMBS vehicles due to an insignificant level of market activity during the period and thus were valued in the absence of observable inputs.
Summary of valuation methodologies used for assets, measured at fair value and categorized within Level III	The following table presents additional information about valuation methodologies and significant unobservable inputs used for assets and liabilities that are measured at fair value and categorized within Level III as of December 31, 2016:   Fair Value December 31, 2016   Valuation Methodologies   Unobservable Input(s) (1)   Weighted Average (2)   Range   Impact to  Valuation from an Increase in Input (3)                         Private Equity $ 1,559,559                                             Private Equity $ 587,053   Inputs to market comparables, discounted cash flow and transaction price   Illiquidity Discount   9.9%   5.0% - 15.0%   Decrease         Weight Ascribed to Market Comparables   42.7%   0.0% - 50.0%   (4)         Weight Ascribed to Discounted Cash Flow   45.4%   0.0% - 100.0%   (5)         Weight Ascribed to Transaction Price   11.9%   0.0% - 100.0%   (6)       Market comparables   Enterprise Value/LTM EBITDA Multiple   12.6x   7.6x - 20.9x   Increase         Enterprise Value/Forward EBITDA Multiple   11.9x   7.1x - 21.9x   Increase       Discounted cash flow   Weighted Average Cost of Capital   10.5%   7.9% - 14.6%   Decrease         Enterprise Value/LTM EBITDA Exit Multiple   10.6x   8.4x - 14.2x   Increase                         Growth Equity $ 972,506   Inputs to market comparables, discounted cash flow and milestones   Illiquidity Discount   14.0%   10.0% - 20.0%   Decrease         Weight Ascribed to Market Comparables   47.1%   0.0% - 100.0%   (4)         Weight Ascribed to Discounted Cash Flow   16.3%   0.0% - 75.0%   (5)         Weight Ascribed to Milestones   36.6%   0.0% - 100.0%   (6)       Scenario Weighting   Base   51.9%   30.0% - 80.0%   Increase         Downside   24.2%   10.0% - 40.0%   Decrease         Upside   23.9%   10.0% - 33.3%   Increase                         Credit $ 3,290,361   Yield Analysis   Yield   10.5%   3.6% - 33.0%   Decrease         Net Leverage   4.3x   0.5x - 21.1x   Decrease         EBITDA Multiple   8.6x   0.1x - 24.9x   Increase                         Investments of Consolidated CFEs $ 5,406,220 (9)                   Debt Obligations of Consolidated CFEs $ 5,294,741   Discounted cash flow   Yield   5.6%   1.8% - 26.5%   Decrease                         Real Assets $ 1,807,128 (10)                                           Energy $ 915,258   Discounted cash flow   Weighted Average Cost of Capital   10.5%   9.0% - 16.6%   Decrease           Average Price Per BOE (8)   $42.19   $35.63 - $48.14   Increase                         Real Estate $ 748,282   Inputs to direct income capitalization and discounted cash flow   Weight Ascribed to Direct Income Capitalization   28.4%   0.0% - 75.0%   (7)         Weight Ascribed to Discounted Cash Flow   71.6%   25.0% - 100.0%   (5)       Direct income capitalization   Current Capitalization Rate   6.2%   3.7% - 12.0%   Decrease       Discounted cash flow   Unlevered Discount Rate   9.5%   5.5% - 20.0%   Decrease                         (1) In determining certain of these inputs, management evaluates a variety of factors including economic conditions, industry and market developments, market valuations of comparable companies and company specific developments including exit strategies and realization opportunities. Management has determined that market participants would take these inputs into account when valuing the investments and debt obligations. LTM means last twelve months and EBITDA means earnings before interest taxes depreciation and amortization. (2) Inputs were weighted based on the fair value of the investments included in the range. (3) Unless otherwise noted, this column represents the directional change in the fair value of the Level III investments that would result from an increase to the corresponding unobservable input. A decrease to the unobservable input would have the opposite effect. Significant increases and decreases in these inputs in isolation could result in significantly higher or lower fair value measurements. (4) The directional change from an increase in the weight ascribed to the market comparables approach would increase the fair value of the Level III investments if the market comparables approach results in a higher valuation than the discounted cash flow approach and transaction price. The opposite would be true if the market comparables approach results in a lower valuation than the discounted cash flow approach and transaction price. (5) The directional change from an increase in the weight ascribed to the discounted cash flow approach would increase the fair value of the Level III investments if the discounted cash flow approach results in a higher valuation than the market comparables approach, transaction price and direct income capitalization approach. The opposite would be true if the discounted cash flow approach results in a lower valuation than the market comparables approach and transaction price. (6) The directional change from an increase in the weight ascribed to the transaction price or milestones would increase the fair value of the Level III investments if the transaction price results in a higher valuation than the market comparables and discounted cash flow approach. The opposite would be true if the transaction price results in a lower valuation than the market comparables approach and discounted cash flow approach. (7) The directional change from an increase in the weight ascribed to the direct income capitalization approach would increase the fair value of the Level III investments if the direct income capitalization approach results in a higher valuation than the discounted cash flow approach. The opposite would be true if the direct income capitalization approach results in a lower valuation than the discounted cash flow approach. (8) The total Energy fair value amount includes multiple investments (in multiple locations throughout North America) that are held in multiple investment funds and produce varying quantities of oil, condensate, natural gas liquids, and natural gas. Commodity price may be measured using a common volumetric equivalent where one barrel of oil equivalent, or BOE, is determined using the ratio of six thousand cubic feet of natural gas to one barrel of oil, condensate or natural gas liquids. The price per BOE is provided to show the aggregate of all price inputs for the various investments over a common volumetric equivalent although the valuations for specific investments may use price inputs specific to the asset for purposes of our valuations. The discounted cash flows include forecasted production of liquids (oil, condensate, and natural gas liquids) and natural gas with a forecasted revenue ratio of approximately 83% liquids and 17% natural gas. (9) Under ASU 2014-13, KKR measures CMBS investments on the basis of the fair value of the financial liabilities of the CMBS vehicle. See Note 2 "Summary of Significant Accounting Policies." (10) Includes one Infrastructure investment for $143.6 million that was valued using a discounted cash flow analysis. The significant inputs used included the weighted average cost of capital 7.7% and the enterprise value/LTM EBITDA Exit Multiple 11.0x.