+31.2%
KKR vs FDS
-23.2%
+54.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +1.6% | +1.5% | +0.2% | +0.9% |
| 30D | +14.5% | +14.8% | -0.3% | +7.5% |
| 3M | -15.0% | +16.3% | -31.2% | -21.1% |
| 6M | +1.0% | +66.2% | -65.2% | -24.0% |
| YTD | -22.6% | +16.2% | -38.9% | -28.9% |
| 1Y | -18.2% | +21.8% | -40.1% | -27.5% |
| 3Y | +56.4% | -23.9% | +80.3% | +86.9% |
| All | +31.2% | -23.2% | +54.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling