Panel a: observed H + K spectrum of HD 142527 B (blue curve) and spectrum after Savitzky-Golay filtering (black curve). The best-fit BT-SETTL synthetic spectrum is obtained with T_eff = 3500 K and log(g) = 4.5 (green curve). For reference, we provide the location of spectral lines that are expected in the H + K spectrum of M-type stars. Lines labeled in black, yellow, and red are detected, tentatively detected, and non-detected in the SINFONI spectrum, respectively. Panel b: observed H + K spectrum of HD 142527 B (blue curve) compared to the best-fit BT-SETTL+black body model, representing the photospheric and hot circum-secondary environment contributions, respectively. The best fit is obtained with a T_eff = 3500 K and log(g) = 4.5 BT-SETTL model, with a 1700 K environment (green curve). We also plot the model suggested in Lacour et al. (2016) consisting of a T_eff = 3000 K and log(g) = 3.5 BT-SETTL model, with a 1700 K environment (yellow curve). Panel c: as in panel a but for a larger wavelength range. Panel d: as in panel b but for a larger wavelength range, but without the Lacour et al. (2016) model and showing the contribution of the photosphere of the companion (cyan curve) in our best-fit BT-SETTL+environment model. In both panels c and d, we compare our spectrum with photometric measurements of the companion obtained with different instruments: VLT/NACO-SAM (black points; Biller et al. 2012), MagAO (blue points; Close et al. 2014), GPI (magenta points; Rodigas et al. 2014) and VLT/NACO-SAM (red points; Lacour et al. 2016).