+63.2%
KKR vs FANG
+45.3%
+17.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.2% | +2.9% | -9.1% | -7.1% |
| 30D | -8.9% | +2.6% | -11.5% | -9.8% |
| 3M | +6.3% | +7.6% | -1.3% | +2.9% |
| 6M | +16.5% | +17.3% | -0.9% | +6.9% |
| YTD | -20.3% | +38.7% | -58.9% | -32.7% |
| 1Y | -29.8% | +51.6% | -81.4% | -43.6% |
| 3Y | +63.2% | +50.0% | +13.2% | +33.6% |
| All | +63.2% | +45.3% | +17.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling