+1,087.4%
KKR vs GWRE
+741.3%
+346.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -6.2% | -13.2% | +7.1% | -1.7% |
| 30D | -8.9% | -18.6% | +9.7% | -3.5% |
| 3M | +6.3% | +18.9% | -12.6% | -2.6% |
| 6M | +16.5% | -11.0% | +27.4% | +15.5% |
| YTD | -20.3% | -29.9% | +9.6% | -14.5% |
| 1Y | -29.8% | -44.3% | +14.6% | -18.3% |
| 3Y | +63.2% | +51.7% | +11.5% | +26.5% |
| 5Y | +68.0% | +15.4% | +52.5% | +39.5% |
| 10Y | +704.3% | +129.4% | +574.9% | +446.5% |
| All | +1,087.4% | +741.3% | +346.1% | +622.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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