+62.8%
KKR vs GTLB
-10.3%
+73.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.6% |
| 7D | -8.1% | -4.1% | -4.0% | -7.2% |
| 30D | -9.1% | +12.3% | -21.4% | -11.8% |
| 3M | +6.4% | +65.9% | -59.5% | -6.6% |
| 6M | +12.6% | +104.0% | -91.4% | -7.7% |
| YTD | -20.4% | +26.0% | -46.5% | -26.3% |
| 1Y | -27.1% | -3.5% | -23.6% | -28.3% |
| All | +62.8% | -10.3% | +73.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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