+696.7%
KKR vs KGC
+698.0%
-1.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -6.2% | -5.6% | -0.5% | -5.7% |
| 30D | -8.9% | +6.1% | -15.0% | -9.4% |
| 3M | +6.3% | +17.3% | -11.1% | +4.5% |
| 6M | +16.5% | -10.3% | +26.7% | +16.9% |
| YTD | -20.3% | +3.9% | -24.1% | -21.4% |
| 1Y | -29.8% | +25.7% | -55.5% | -32.3% |
| 3Y | +63.2% | +526.0% | -462.8% | +33.9% |
| 5Y | +68.0% | +455.5% | -387.5% | +36.4% |
| All | +696.7% | +698.0% | -1.3% | +580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling