+62.5%
KKR vs GTLB
-50.8%
+113.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | -2.2% | -6.6% | +4.4% | -0.7% |
| 30D | +0.3% | +13.7% | -13.5% | -2.8% |
| 3M | +8.8% | +52.9% | -44.1% | -1.9% |
| 6M | +14.9% | +88.5% | -73.6% | -2.5% |
| YTD | -17.9% | +23.4% | -41.3% | -23.5% |
| 1Y | -23.7% | -3.8% | -19.9% | -25.5% |
| 3Y | +69.1% | -11.5% | +80.6% | +60.3% |
| All | +62.5% | -50.8% | +113.3% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling