+120.8%
KKR vs GGLL
+328.4%
-207.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | +1.9% | -2.5% | -1.1% |
| 30D | +3.0% | -9.7% | +12.8% | +5.3% |
| 3M | +13.6% | -18.0% | +31.7% | +17.4% |
| 6M | +16.2% | +15.3% | +1.0% | +8.6% |
| YTD | -16.6% | +2.2% | -18.8% | -19.9% |
| 1Y | -23.2% | +73.1% | -96.3% | -37.2% |
| 3Y | +71.7% | +242.7% | -171.0% | +4.2% |
| All | +120.8% | +328.4% | -207.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling