+31.0%
TLT vs KKR
+1,697.8%
-1,666.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | 0.0% |
| 7D | -0.4% | -0.9% | +0.4% | -0.5% |
| 30D | -0.6% | +2.2% | -2.7% | -0.4% |
| 3M | -2.7% | +13.1% | -15.8% | -1.7% |
| 6M | -5.6% | +15.3% | -20.9% | -4.4% |
| YTD | -2.8% | -15.0% | +12.2% | -3.7% |
| 1Y | -1.4% | -21.0% | +19.6% | -2.9% |
| 3Y | -1.6% | +76.7% | -78.3% | +6.0% |
| 5Y | -33.8% | +74.3% | -108.2% | -27.9% |
| 10Y | -21.1% | +753.7% | -774.9% | +14.8% |
| All | +31.0% | +1,697.8% | -1,666.8% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling