+68.0%
KKR vs TLN
+483.9%
-415.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -2.2% | +5.8% | -8.0% | -3.6% |
| 30D | +0.3% | -6.9% | +7.1% | +1.8% |
| 3M | +8.8% | -10.9% | +19.7% | +10.8% |
| 6M | +14.9% | -4.6% | +19.5% | +13.8% |
| YTD | -17.9% | -14.7% | -3.2% | -16.9% |
| 1Y | -23.7% | -17.9% | -5.8% | -22.7% |
| All | +68.0% | +483.9% | -415.8% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling