-20.8%
TLT vs KKR
+709.2%
-730.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.3% |
| 7D | -1.6% | -8.1% | +6.5% | -1.8% |
| 30D | -1.3% | -9.1% | +7.8% | -1.6% |
| 3M | -3.7% | +6.4% | -10.1% | -3.5% |
| 6M | -6.4% | +12.6% | -18.9% | -5.9% |
| YTD | -4.5% | -20.4% | +16.0% | -5.1% |
| 1Y | -5.9% | -27.1% | +21.2% | -6.7% |
| 3Y | -2.8% | +63.8% | -66.6% | +0.6% |
| 5Y | -35.1% | +67.6% | -102.7% | -32.2% |
| All | -20.8% | +709.2% | -730.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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