+159.7%
GILD vs KKR
+710.9%
-551.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -6.2% | +1.4% | -3.9% |
| 30D | +5.8% | -8.9% | +14.6% | +7.2% |
| 3M | +14.9% | +6.3% | +8.7% | +13.7% |
| 6M | -0.4% | +16.5% | -16.8% | -3.0% |
| YTD | +18.5% | -20.3% | +38.8% | +21.7% |
| 1Y | +25.1% | -29.8% | +54.9% | +30.8% |
| 3Y | +105.9% | +63.2% | +42.7% | +81.3% |
| 5Y | +143.0% | +68.0% | +75.0% | +106.7% |
| All | +159.7% | +710.9% | -551.2% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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