+104.9%
KKR vs GGLL
+195.8%
-90.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.1% |
| 7D | +0.1% | +6.3% | -6.3% | -1.2% |
| 30D | +7.9% | -35.1% | +42.9% | +17.3% |
| 3M | -4.4% | -37.7% | +33.3% | +4.4% |
| 6M | -4.0% | -54.1% | +50.1% | +11.5% |
| YTD | -22.6% | -29.4% | +6.8% | -20.6% |
| 1Y | -18.6% | -13.4% | -5.2% | -21.5% |
| 3Y | +60.6% | +158.3% | -97.7% | +1.6% |
| All | +104.9% | +195.8% | -90.9% | +18.3% |
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