-21.0%
KKR vs FANG
+43.7%
-64.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -2.0% |
| 7D | -0.9% | +0.8% | -1.7% | -0.8% |
| 30D | +2.2% | +7.6% | -5.4% | +2.8% |
| 3M | +13.1% | -1.3% | +14.4% | +13.4% |
| 6M | +15.3% | +14.7% | +0.6% | +13.5% |
| YTD | -15.0% | +34.8% | -49.8% | -18.3% |
| 1Y | -21.0% | +42.9% | -63.9% | -24.7% |
| All | -21.0% | +43.7% | -64.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling