+68.0%
KKR vs FDS
-32.7%
+100.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | -0.5% |
| 7D | -2.2% | -8.8% | +6.6% | +0.7% |
| 30D | +0.3% | -1.4% | +1.6% | +0.6% |
| 3M | +8.8% | +13.9% | -5.1% | +3.8% |
| 6M | +14.9% | +27.4% | -12.5% | +3.7% |
| YTD | -17.9% | -2.5% | -15.4% | -16.7% |
| 1Y | -23.7% | -23.8% | +0.1% | -12.9% |
| All | +68.0% | -32.7% | +100.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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