+332.5%
KKR vs GLDM
+225.0%
+107.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +0.1% | +5.0% | -4.9% | -0.3% |
| 30D | +7.9% | -1.3% | +9.2% | +7.9% |
| 3M | -4.4% | -4.7% | +0.3% | -4.1% |
| 6M | -4.0% | -12.4% | +8.4% | -3.4% |
| YTD | -22.6% | -4.1% | -18.6% | -22.9% |
| 1Y | -18.6% | +3.3% | -21.9% | -19.3% |
| 3Y | +60.6% | +110.9% | -50.3% | +42.9% |
| 5Y | +28.4% | +124.8% | -96.4% | +11.1% |
| All | +332.5% | +225.0% | +107.5% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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