+701.4%
KKR vs GD
+190.6%
+510.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.4% |
| 7D | +2.2% | -5.0% | +7.2% | +5.5% |
| 30D | +7.6% | +8.9% | -1.3% | +1.6% |
| 3M | -6.5% | -8.0% | +1.6% | -1.5% |
| 6M | -3.9% | +2.9% | -6.8% | -6.4% |
| YTD | -23.9% | +7.1% | -31.0% | -28.6% |
| 1Y | -18.5% | +5.9% | -24.5% | -23.0% |
| 3Y | +65.8% | +53.9% | +11.9% | +19.8% |
| 5Y | +25.3% | +95.4% | -70.1% | -24.2% |
| All | +701.4% | +190.6% | +510.8% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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