+856.9%
GS vs KKR
+1,697.8%
-840.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | -1.6% | +2.2% | -3.7% | -3.0% |
| 3M | -4.5% | +13.1% | -17.5% | -10.7% |
| 6M | +20.9% | +15.3% | +5.6% | +11.2% |
| YTD | +19.9% | -15.0% | +34.9% | +27.1% |
| 1Y | +41.4% | -21.0% | +62.4% | +54.3% |
| 3Y | +239.2% | +76.7% | +162.4% | +142.0% |
| 5Y | +185.0% | +74.3% | +110.7% | +93.7% |
| 10Y | +655.0% | +753.7% | -98.8% | +129.8% |
| All | +856.9% | +1,697.8% | -840.9% | +107.9% |
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