+117.4%
KKR vs GGLL
+309.0%
-191.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +3.0% | -0.5% |
| 7D | -2.2% | -3.9% | +1.7% | -1.3% |
| 30D | +0.3% | -15.4% | +15.6% | +4.0% |
| 3M | +8.8% | -21.9% | +30.7% | +13.7% |
| 6M | +14.9% | +4.5% | +10.4% | +10.1% |
| YTD | -17.9% | -2.4% | -15.5% | -20.3% |
| 1Y | -23.7% | +57.8% | -81.5% | -36.0% |
| 3Y | +69.1% | +227.2% | -158.2% | +3.7% |
| All | +117.4% | +309.0% | -191.6% | +18.7% |
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