-51.9%
TSLL vs KKR
+108.7%
-160.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.9% | +9.7% | +10.0% |
| 7D | +5.8% | -0.6% | +6.4% | +6.9% |
| 30D | +21.7% | +3.0% | +18.7% | +18.1% |
| 3M | -28.2% | +13.6% | -41.9% | -38.0% |
| 6M | -29.5% | +16.2% | -45.7% | -41.7% |
| YTD | -47.5% | -16.6% | -31.0% | -37.1% |
| 1Y | -20.8% | -23.2% | +2.4% | +1.2% |
| 3Y | -26.7% | +71.7% | -98.4% | -57.0% |
| All | -51.9% | +108.7% | -160.6% | -77.7% |
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