+1,750.7%
KKR vs FICO
+3,805.3%
-2,054.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -16.7% | +14.8% | +5.3% |
| 7D | -0.9% | -19.2% | +18.3% | +7.7% |
| 30D | +2.2% | -14.6% | +16.8% | +8.2% |
| 3M | +13.1% | -20.1% | +33.2% | +20.5% |
| 6M | +15.3% | -36.3% | +51.6% | +32.7% |
| YTD | -15.0% | -44.9% | +29.8% | +4.2% |
| 1Y | -21.0% | -38.6% | +17.6% | -10.0% |
| 3Y | +76.7% | +4.0% | +72.7% | +49.9% |
| 5Y | +74.3% | +99.5% | -25.2% | +4.4% |
| 10Y | +753.7% | +604.7% | +149.1% | +174.8% |
| All | +1,750.7% | +3,805.3% | -2,054.6% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling