+68.0%
KKR vs GPC
-1.1%
+69.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +0.3% | +1.3% | -1.1% | -0.1% |
| 3M | +8.8% | +37.1% | -28.3% | -1.5% |
| 6M | +14.9% | +23.2% | -8.3% | +7.3% |
| YTD | -17.9% | +13.1% | -31.0% | -22.4% |
| 1Y | -23.7% | +0.9% | -24.6% | -25.1% |
| All | +68.0% | -1.1% | +69.1% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling