+79.0%
KKR vs GD
+97.9%
-18.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -0.8% |
| 7D | -0.9% | -5.3% | +4.4% | +2.2% |
| 30D | +2.2% | -6.4% | +8.6% | +6.0% |
| 3M | +13.1% | +5.7% | +7.4% | +9.0% |
| 6M | +15.3% | -0.9% | +16.2% | +15.3% |
| YTD | -15.0% | +8.2% | -23.2% | -19.9% |
| 1Y | -21.0% | +13.4% | -34.4% | -27.8% |
| 3Y | +76.7% | +68.5% | +8.2% | +23.3% |
| All | +79.0% | +97.9% | -18.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling