+119.1%
KKR vs GEHC
+2.1%
+117.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -6.2% | -7.2% | +1.0% | -3.0% |
| 30D | -8.9% | -11.6% | +2.7% | -3.7% |
| 3M | +6.3% | -0.8% | +7.1% | +5.5% |
| 6M | +16.5% | -11.9% | +28.4% | +21.5% |
| YTD | -20.3% | -21.9% | +1.7% | -11.8% |
| 1Y | -29.8% | -17.8% | -11.9% | -24.7% |
| 3Y | +63.2% | -3.5% | +66.7% | +59.2% |
| All | +119.1% | +2.1% | +117.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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