-21.0%
KKR vs GNRC
+6.8%
-27.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.2% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | +2.2% | -13.8% | +16.0% | +4.2% |
| 3M | +13.1% | -32.6% | +45.7% | +19.2% |
| 6M | +15.3% | -15.2% | +30.4% | +16.3% |
| YTD | -15.0% | +37.4% | -52.4% | -24.0% |
| 1Y | -21.0% | +5.1% | -26.1% | -27.2% |
| All | -21.0% | +6.8% | -27.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling