-21.0%
KKR vs GFS
+37.2%
-58.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | +2.2% | -8.6% | +10.8% | +2.9% |
| 3M | +13.1% | -46.5% | +59.6% | +20.3% |
| 6M | +15.3% | -4.8% | +20.1% | +10.6% |
| YTD | -15.0% | +29.7% | -44.7% | -24.7% |
| 1Y | -21.0% | +35.8% | -56.8% | -30.8% |
| All | -21.0% | +37.2% | -58.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling