+711.6%
KKR vs FICO
+607.5%
+104.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.6% | -15.4% | +14.8% | +6.0% |
| 30D | +3.0% | -10.4% | +13.4% | +7.0% |
| 3M | +13.6% | -22.7% | +36.3% | +23.1% |
| 6M | +16.2% | -36.8% | +53.0% | +34.8% |
| YTD | -16.6% | -44.8% | +28.2% | +3.0% |
| 1Y | -23.2% | -39.3% | +16.1% | -11.8% |
| 3Y | +71.7% | +3.7% | +68.0% | +41.7% |
| 5Y | +74.8% | +101.7% | -26.9% | -2.9% |
| 10Y | +711.6% | +602.8% | +108.8% | +115.7% |
| All | +711.6% | +607.5% | +104.0% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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