+526.0%
GLW vs KKR
+670.8%
-144.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.7% |
| 7D | +7.7% | +1.6% | +6.1% | +6.9% |
| 30D | -18.8% | +14.5% | -33.4% | -23.7% |
| 3M | -27.7% | -15.0% | -12.8% | -23.3% |
| 6M | -44.4% | +1.0% | -45.5% | -45.8% |
| YTD | +31.3% | -22.6% | +53.9% | +41.5% |
| 1Y | +40.0% | -18.2% | +58.3% | +47.2% |
| 3Y | +339.2% | +56.4% | +282.9% | +218.1% |
| 5Y | +229.2% | +29.6% | +199.6% | +149.4% |
| All | +526.0% | +670.8% | -144.8% | +89.1% |
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