+67.6%
KKR vs FTV
-3.0%
+70.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.0% |
| 7D | -8.1% | -5.2% | -2.9% | -3.6% |
| 30D | -9.1% | -11.5% | +2.4% | +1.3% |
| 3M | +6.4% | -9.0% | +15.4% | +15.1% |
| 6M | +12.6% | -2.0% | +14.6% | +12.9% |
| YTD | -20.4% | -0.9% | -19.5% | -22.1% |
| 1Y | -27.1% | +14.8% | -41.9% | -38.4% |
| 3Y | +63.8% | -5.5% | +69.3% | +66.3% |
| 5Y | +67.6% | -1.9% | +69.5% | +49.5% |
| All | +67.6% | -3.0% | +70.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling