+104.8%
KKR vs GGLL
+210.8%
-106.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +1.6% | +7.7% | -6.0% | -0.1% |
| 30D | +14.5% | -30.2% | +44.8% | +22.4% |
| 3M | -15.0% | -31.3% | +16.3% | -9.0% |
| 6M | +1.0% | -52.1% | +53.1% | +16.3% |
| YTD | -22.6% | -25.9% | +3.2% | -21.5% |
| 1Y | -18.2% | -8.5% | -9.8% | -22.0% |
| 3Y | +56.4% | +165.5% | -109.2% | -1.5% |
| All | +104.8% | +210.8% | -106.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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