+92.8%
KKR vs TLN
+574.4%
-481.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -6.2% | -1.3% | -4.8% | -5.9% |
| 30D | -8.9% | -14.3% | +5.5% | -5.5% |
| 3M | +6.3% | -9.3% | +15.6% | +7.8% |
| 6M | +16.5% | -1.1% | +17.6% | +14.2% |
| YTD | -20.3% | -16.6% | -3.7% | -18.9% |
| 1Y | -29.8% | -22.0% | -7.8% | -27.9% |
| 3Y | +63.2% | +470.2% | -407.0% | -3.4% |
| All | +92.8% | +574.4% | -481.5% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling