This is a very high level question, hope it's not too general for this forum:
Is it possible to have a greater risk (hazard) for a factor variable in a COXPH regression for one level against another one, while at the same time when plotting a survival (Kaplan Meier) curve, we have the opposite (i.e. the same factor level with the higher risk also having a better survival probability on the curve than the other level).
Note1: proportionnal assumption is met and p-value are significant.
Note2: the 2 variable are very similar, either be the survival curve or the risk levels (small differences in both case).