-18.4%
TSLL vs KKR
+61.4%
-79.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +10.7% |
| 7D | -21.2% | +2.2% | -23.4% | -23.3% |
| 30D | -13.3% | +7.6% | -20.9% | -20.8% |
| 3M | +15.4% | -6.5% | +21.9% | +23.5% |
| 6M | -34.2% | -3.9% | -30.3% | -32.4% |
| YTD | -52.9% | -23.9% | -29.0% | -37.5% |
| 1Y | -54.3% | -18.5% | -35.8% | -45.6% |
| 3Y | -18.4% | +65.8% | -84.1% | -23.3% |
| All | -18.4% | +61.4% | -79.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling