+96.6%
GLD vs KKR
+57.6%
+39.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.8% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | -7.0% | +11.5% | -18.5% | -7.2% |
| 3M | -12.4% | -12.4% | 0.0% | -12.3% |
| 6M | -18.0% | -1.9% | -16.1% | -18.1% |
| YTD | -10.5% | -23.3% | +12.9% | -10.5% |
| 1Y | -8.1% | -20.4% | +12.4% | -8.2% |
| All | +96.6% | +57.6% | +39.0% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling