-47.2%
TSLL vs KKR
+91.9%
-139.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.2% | +6.5% |
| 7D | +33.0% | -1.1% | +34.1% | +34.1% |
| 30D | +7.7% | +11.5% | -3.8% | -5.5% |
| 3M | +34.7% | -12.4% | +47.1% | +55.6% |
| 6M | -31.5% | -1.9% | -29.6% | -31.3% |
| YTD | -42.4% | -23.3% | -19.0% | -25.0% |
| 1Y | -39.7% | -20.4% | -19.2% | -26.0% |
| 3Y | +3.4% | +56.1% | -52.7% | -33.2% |
| All | -47.2% | +91.9% | -139.1% | -73.5% |
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