+651.4%
KKR vs GPC
+74.9%
+576.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +14.5% | -6.3% | +20.8% | +18.3% |
| 3M | -15.0% | -8.2% | -6.8% | -11.4% |
| 6M | +1.0% | +27.1% | -26.1% | -12.3% |
| YTD | -22.6% | +3.1% | -25.8% | -26.3% |
| 1Y | -18.2% | +0.1% | -18.3% | -20.8% |
| 3Y | +56.4% | +0.2% | +56.2% | +43.3% |
| 5Y | +29.6% | +4.9% | +24.7% | +14.8% |
| All | +651.4% | +74.9% | +576.5% | +368.0% |
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