+129.2%
KKR vs GEHC
+6.6%
+122.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.2% | -0.5% |
| 7D | -0.6% | -5.2% | +4.5% | +1.7% |
| 30D | +3.0% | -7.0% | +10.0% | +6.4% |
| 3M | +13.6% | +3.3% | +10.3% | +10.7% |
| 6M | +16.2% | -10.0% | +26.2% | +20.2% |
| YTD | -16.6% | -18.5% | +1.9% | -9.5% |
| 1Y | -23.2% | -14.4% | -8.8% | -19.1% |
| 3Y | +71.7% | +3.4% | +68.3% | +63.0% |
| All | +129.2% | +6.6% | +122.6% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling