+72.6%
KKR vs FDS
-23.5%
+96.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | 0.0% |
| 7D | -2.2% | -8.8% | +6.6% | +2.0% |
| 30D | +0.3% | -1.4% | +1.6% | +0.7% |
| 3M | +8.8% | +13.9% | -5.1% | +0.8% |
| 6M | +14.9% | +27.4% | -12.5% | -1.8% |
| YTD | -17.9% | -2.5% | -15.4% | -17.9% |
| 1Y | -23.7% | -23.8% | +0.1% | -11.4% |
| 3Y | +69.1% | -32.5% | +101.5% | +109.5% |
| 5Y | +72.6% | -23.2% | +95.7% | +114.6% |
| All | +72.6% | -23.5% | +96.0% | +114.6% |
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