+19.7%
GS vs KKR
-12.5%
+32.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +1.4% |
| 7D | +0.3% | +8.9% | -8.6% | -2.9% |
| 30D | +3.9% | +12.7% | -8.8% | -0.9% |
| 3M | -11.4% | -6.2% | -5.3% | -9.7% |
| 6M | +3.7% | -1.5% | +5.2% | +3.1% |
| YTD | +7.1% | -20.1% | +27.2% | +15.0% |
| 1Y | +19.7% | -13.7% | +33.4% | +23.3% |
| All | +19.7% | -12.5% | +32.1% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling