+63.2%
KKR vs TSLQ
-95.6%
+158.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -6.2% | -6.6% | +0.4% | -7.1% |
| 30D | -8.9% | -24.3% | +15.4% | -11.8% |
| 3M | +6.3% | -3.6% | +9.9% | +8.3% |
| 6M | +16.5% | -12.0% | +28.4% | +18.9% |
| YTD | -20.3% | +1.4% | -21.6% | -16.0% |
| 1Y | -29.8% | -43.6% | +13.8% | -31.4% |
| 3Y | +63.2% | -95.4% | +158.6% | +47.5% |
| All | +63.2% | -95.6% | +158.8% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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