+696.7%
KKR vs GPN
+28.5%
+668.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.2% | -4.3% | -1.9% | -3.9% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | +6.3% | +35.8% | -29.6% | -11.8% |
| 6M | +16.5% | +22.0% | -5.5% | +1.8% |
| YTD | -20.3% | +15.2% | -35.5% | -28.5% |
| 1Y | -29.8% | +3.5% | -33.3% | -33.3% |
| 3Y | +63.2% | -26.9% | +90.1% | +84.1% |
| 5Y | +68.0% | -44.2% | +112.2% | +114.1% |
| All | +696.7% | +28.5% | +668.2% | +612.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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