+57.8%
KKR vs GTLB
-50.1%
+107.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -6.2% | -5.7% | -0.5% | -5.0% |
| 30D | -8.9% | +15.1% | -24.0% | -11.9% |
| 3M | +6.3% | +65.5% | -59.2% | -5.8% |
| 6M | +16.5% | +102.9% | -86.4% | -2.8% |
| YTD | -20.3% | +25.2% | -45.5% | -26.0% |
| 1Y | -29.8% | -5.5% | -24.3% | -31.2% |
| 3Y | +63.2% | -10.9% | +74.1% | +54.5% |
| All | +57.8% | -50.1% | +107.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling