-55.4%
TSLL vs KKR
+112.7%
-168.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.0% | -9.7% |
| 7D | +1.9% | -0.9% | +2.8% | +3.6% |
| 30D | +17.8% | +2.2% | +15.6% | +15.5% |
| 3M | -37.0% | +13.1% | -50.1% | -45.0% |
| 6M | -37.7% | +15.3% | -52.9% | -47.8% |
| YTD | -51.4% | -15.0% | -36.4% | -42.8% |
| 1Y | -23.4% | -21.0% | -2.4% | -5.5% |
| 3Y | -30.8% | +76.7% | -107.5% | -60.6% |
| All | -55.4% | +112.7% | -168.1% | -79.8% |
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