+55.0%
KKR vs FICO
-28.1%
+83.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.4% |
| 30D | +11.5% | -0.8% | +12.3% | +11.3% |
| 3M | -12.4% | -31.3% | +18.9% | -5.9% |
| 6M | -1.9% | -33.9% | +32.0% | +4.0% |
| YTD | -23.3% | -57.6% | +34.2% | -6.8% |
| 1Y | -20.4% | -59.7% | +39.2% | -1.8% |
| All | +55.0% | -28.1% | +83.2% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling