+66.5%
KKR vs GWW
+222.0%
-155.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -6.2% | -3.4% | -2.8% | -4.2% |
| 30D | -8.9% | -1.9% | -6.9% | -7.8% |
| 3M | +6.3% | -2.4% | +8.7% | +7.6% |
| 6M | +16.5% | +15.7% | +0.7% | +5.4% |
| YTD | -20.3% | +27.6% | -47.9% | -32.9% |
| 1Y | -29.8% | +27.2% | -57.0% | -40.8% |
| 3Y | +63.2% | +89.7% | -26.5% | +7.4% |
| All | +66.5% | +222.0% | -155.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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