-21.5%
KKR vs GLXY
-38.8%
+17.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.1% | +1.5% |
| 7D | +1.6% | +5.3% | -3.6% | +0.8% |
| 30D | +14.5% | -19.8% | +34.3% | +16.4% |
| 3M | -15.0% | -31.4% | +16.4% | -12.0% |
| 6M | +1.0% | -53.3% | +54.4% | +9.5% |
| YTD | -22.6% | -35.7% | +13.0% | -22.5% |
| 1Y | -18.2% | -47.2% | +29.0% | -16.0% |
| All | -21.5% | -38.8% | +17.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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