+695.1%
KKR vs GPC
+87.0%
+608.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -8.1% | -1.8% | -6.3% | -7.3% |
| 30D | -9.1% | +0.1% | -9.2% | -9.1% |
| 3M | +6.4% | +37.4% | -31.0% | -10.9% |
| 6M | +12.6% | +25.4% | -12.9% | -1.3% |
| YTD | -20.4% | +12.2% | -32.6% | -27.2% |
| 1Y | -27.1% | -0.3% | -26.7% | -28.8% |
| 3Y | +63.8% | -1.6% | +65.4% | +53.1% |
| 5Y | +67.6% | +31.0% | +36.7% | +32.0% |
| All | +695.1% | +87.0% | +608.0% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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