+33.0%
KKR vs GFS
0.0%
+33.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.5% |
| 7D | -6.2% | +3.8% | -10.0% | -7.3% |
| 30D | -8.9% | -11.7% | +2.9% | -5.4% |
| 3M | +6.3% | -41.8% | +48.0% | +24.1% |
| 6M | +16.5% | +6.6% | +9.8% | +6.6% |
| YTD | -20.3% | +34.6% | -54.9% | -34.5% |
| 1Y | -29.8% | +46.2% | -75.9% | -44.5% |
| 3Y | +63.2% | -20.3% | +83.5% | +54.6% |
| All | +33.0% | 0.0% | +33.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling