+285.0%
TSM vs KKR
+72.2%
+212.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.1% |
| 7D | +4.8% | -2.2% | +7.0% | +5.7% |
| 30D | +4.0% | +0.3% | +3.8% | +3.4% |
| 3M | +2.0% | +8.8% | -6.8% | -2.7% |
| 6M | +25.5% | +14.9% | +10.6% | +16.1% |
| YTD | +44.0% | -17.9% | +61.9% | +54.3% |
| 1Y | +75.4% | -23.7% | +99.1% | +93.2% |
| 3Y | +406.7% | +69.1% | +337.7% | +263.5% |
| 5Y | +285.0% | +72.6% | +212.4% | +156.5% |
| All | +285.0% | +72.2% | +212.8% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling