+2.3%
KKR vs FPS
+12.3%
-10.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.7% | -2.4% |
| 7D | -8.1% | -4.6% | -3.5% | -7.6% |
| 30D | -9.1% | -22.6% | +13.5% | -6.5% |
| 3M | +6.4% | -45.1% | +51.5% | +12.9% |
| 6M | +12.6% | -17.8% | +30.4% | +13.0% |
| All | +2.3% | +12.3% | -10.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling