+438.8%
GS vs KKR
+670.8%
-231.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +5.9% | +1.6% | +4.2% | +5.0% |
| 30D | +4.3% | +14.5% | -10.2% | -2.9% |
| 3M | -11.7% | -15.0% | +3.3% | -4.4% |
| 6M | -3.2% | +1.0% | -4.2% | -4.7% |
| YTD | +5.8% | -22.6% | +28.4% | +17.9% |
| 1Y | +16.0% | -18.2% | +34.2% | +25.2% |
| 3Y | +199.8% | +56.4% | +143.4% | +120.3% |
| 5Y | +155.5% | +29.6% | +126.0% | +98.0% |
| All | +438.8% | +670.8% | -231.9% | +43.2% |
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