+696.7%
KKR vs FCUV
-98.6%
+795.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -6.2% | -66.5% | +60.3% | -5.9% |
| 30D | -8.9% | +5.0% | -13.8% | -9.1% |
| 3M | +6.3% | +63.8% | -57.5% | +4.1% |
| 6M | +16.5% | -67.8% | +84.3% | +14.8% |
| YTD | -20.3% | -82.4% | +62.1% | -21.2% |
| 1Y | -29.8% | -94.7% | +65.0% | -30.3% |
| 3Y | +63.2% | -99.3% | +162.4% | +61.9% |
| 5Y | +68.0% | -99.9% | +167.8% | +67.1% |
| All | +696.7% | -98.6% | +795.3% | +689.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling