+109.7%
GLD vs KKR
+35.6%
+74.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -4.4% | +9.3% | -13.8% | -4.6% |
| 3M | -8.9% | -9.8% | +0.9% | -8.8% |
| 6M | -16.0% | +1.0% | -17.0% | -16.1% |
| YTD | -7.9% | -21.1% | +13.2% | -7.7% |
| 1Y | -3.9% | -17.0% | +13.1% | -3.8% |
| 3Y | +103.4% | +60.6% | +42.8% | +98.2% |
| 5Y | +109.7% | +33.6% | +76.1% | +101.8% |
| All | +109.7% | +35.6% | +74.2% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling