+1,750.7%
KKR vs GD
+742.3%
+1,008.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -0.6% |
| 7D | -0.9% | -5.3% | +4.4% | +2.8% |
| 30D | +2.2% | -6.4% | +8.6% | +6.8% |
| 3M | +13.1% | +5.7% | +7.4% | +8.2% |
| 6M | +15.3% | -0.9% | +16.2% | +14.7% |
| YTD | -15.0% | +8.2% | -23.2% | -20.9% |
| 1Y | -21.0% | +13.4% | -34.4% | -28.9% |
| 3Y | +76.7% | +68.5% | +8.2% | +17.6% |
| 5Y | +74.3% | +97.2% | -22.8% | +2.8% |
| 10Y | +753.7% | +190.2% | +563.5% | +257.6% |
| All | +1,750.7% | +742.3% | +1,008.3% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling