+697.7%
GS vs KKR
+1,510.1%
-812.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.5% |
| 7D | -3.2% | +2.2% | -5.4% | -4.2% |
| 30D | -2.4% | +7.6% | -10.0% | -6.0% |
| 3M | -15.7% | -6.5% | -9.3% | -13.5% |
| 6M | -6.8% | -3.9% | -2.9% | -5.9% |
| YTD | -0.1% | -23.9% | +23.8% | +11.6% |
| 1Y | +12.1% | -18.5% | +30.6% | +20.8% |
| 3Y | +185.8% | +65.8% | +120.0% | +110.2% |
| 5Y | +140.1% | +25.3% | +114.8% | +93.1% |
| 10Y | +505.2% | +720.2% | -214.9% | +88.4% |
| All | +697.7% | +1,510.1% | -812.4% | +82.5% |
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