-21.0%
KKR vs TLN
-17.2%
-3.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.4% |
| 7D | -0.9% | +7.1% | -7.9% | -1.9% |
| 30D | +2.2% | -3.9% | +6.1% | +2.7% |
| 3M | +13.1% | -16.2% | +29.2% | +15.2% |
| 6M | +15.3% | -5.8% | +21.1% | +14.9% |
| YTD | -15.0% | -15.4% | +0.4% | -14.3% |
| 1Y | -21.0% | -16.7% | -4.3% | -21.1% |
| All | -21.0% | -17.2% | -3.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling