+651.4%
KKR vs FDX
+155.8%
+495.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.1% |
| 7D | +1.6% | +5.2% | -3.6% | -1.0% |
| 30D | +14.5% | +11.3% | +3.3% | +8.5% |
| 3M | -15.0% | -4.1% | -10.9% | -13.2% |
| 6M | +1.0% | +9.6% | -8.6% | -4.2% |
| YTD | -22.6% | +40.9% | -63.5% | -36.6% |
| 1Y | -18.2% | +53.0% | -71.2% | -35.9% |
| 3Y | +56.4% | +74.1% | -17.7% | +10.5% |
| 5Y | +29.6% | +75.1% | -45.5% | -11.6% |
| All | +651.4% | +155.8% | +495.6% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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