-52.1%
TSLL vs KKR
+93.6%
-145.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.2% | +9.0% |
| 7D | -14.3% | +0.1% | -14.4% | -14.4% |
| 30D | -6.2% | +7.9% | -14.0% | -14.4% |
| 3M | +21.2% | -4.4% | +25.6% | +26.7% |
| 6M | -36.6% | -4.0% | -32.6% | -34.8% |
| YTD | -47.8% | -22.6% | -25.1% | -32.5% |
| 1Y | -45.2% | -18.6% | -26.7% | -34.6% |
| 3Y | -3.3% | +60.6% | -63.9% | -39.3% |
| All | -52.1% | +93.6% | -145.8% | -76.1% |
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