+244.0%
GLD vs KKR
+1,697.8%
-1,453.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +4.4% | +2.2% | +2.2% | +4.4% |
| 3M | -1.1% | +13.1% | -14.2% | -1.2% |
| 6M | -13.8% | +15.3% | -29.0% | -13.9% |
| YTD | +2.6% | -15.0% | +17.7% | +2.7% |
| 1Y | +24.5% | -21.0% | +45.5% | +24.6% |
| 3Y | +125.8% | +76.7% | +49.1% | +123.8% |
| 5Y | +137.8% | +74.3% | +63.4% | +135.1% |
| 10Y | +221.4% | +753.7% | -532.4% | +217.0% |
| All | +244.0% | +1,697.8% | -1,453.7% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling