+87.0%
KKR vs TLN
+710.8%
-623.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.5% |
| 7D | +1.6% | +11.0% | -9.4% | -0.8% |
| 30D | +14.5% | +4.9% | +9.6% | +12.5% |
| 3M | -15.0% | +4.9% | -19.9% | -17.0% |
| 6M | +1.0% | +7.1% | -6.1% | -2.9% |
| YTD | -22.6% | +0.3% | -23.0% | -25.6% |
| 1Y | -18.2% | +5.9% | -24.1% | -22.8% |
| 3Y | +56.4% | +578.5% | -522.1% | -12.1% |
| All | +87.0% | +710.8% | -623.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling