+65.8%
KKR vs GLDM
+104.2%
-38.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | +2.2% | +4.7% | -2.4% | +2.0% |
| 30D | +7.6% | -0.9% | +8.5% | +7.5% |
| 3M | -6.5% | -4.3% | -2.2% | -6.3% |
| 6M | -3.9% | -13.4% | +9.5% | -4.1% |
| YTD | -23.9% | -5.8% | -18.1% | -23.9% |
| 1Y | -18.5% | +2.1% | -20.6% | -18.5% |
| 3Y | +65.8% | +105.0% | -39.2% | +36.6% |
| All | +65.8% | +104.2% | -38.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling