+642.6%
GS vs KKR
+721.8%
-79.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.8% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | +0.2% | +3.0% | -2.8% | -1.8% |
| 3M | -0.3% | +13.6% | -14.0% | -7.5% |
| 6M | +27.4% | +16.2% | +11.1% | +16.0% |
| YTD | +19.6% | -16.6% | +36.2% | +28.6% |
| 1Y | +42.5% | -23.2% | +65.7% | +58.7% |
| 3Y | +240.4% | +71.7% | +168.7% | +138.3% |
| 5Y | +188.9% | +74.8% | +114.1% | +87.4% |
| 10Y | +642.6% | +711.6% | -69.0% | +94.7% |
| All | +642.6% | +721.8% | -79.2% | +94.7% |
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