+696.7%
KKR vs FITB
+290.8%
+405.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -6.2% | -0.3% | -5.9% | -6.0% |
| 30D | -8.9% | -5.7% | -3.2% | -5.9% |
| 3M | +6.3% | +3.2% | +3.1% | +4.2% |
| 6M | +16.5% | +23.4% | -6.9% | +3.0% |
| YTD | -20.3% | +18.8% | -39.0% | -28.0% |
| 1Y | -29.8% | +25.0% | -54.8% | -38.3% |
| 3Y | +63.2% | +131.2% | -68.0% | +3.6% |
| 5Y | +68.0% | +70.7% | -2.7% | +23.1% |
| All | +696.7% | +290.8% | +405.9% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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