Install packages:

flex
bison
libslang2-dev

Maybe:

libelf-dev
libdw-dev
libunwind-dev
binutils-dev
libiberty-dev

Download rpi-source for help with finding out what commit the current kernel has been built from.
https://github.com/notro/rpi-source/blob/master/rpi-source

./rpi-source -s -v --skip-gcc --skip-update

 *** Using: /usr/share/doc/raspberrypi-bootloader/changelog.Debian.gz
Latest changes: raspberrypi-firmware (1.20151118-1) jessie; urgency=medium

 *** Latest firmware revision: 2a329e0c7d8ea19c085bac5633aa4fccee0f21be
Latest change made by  Serge Schneider <serge@raspberrypi.org>  Wed, 18 Nov 2015 15:59:24 +0000
download: https://raw.githubusercontent.com/raspberrypi/firmware/2a329e0c7d8ea19c085bac5633aa4fccee0f21be/extra/git_hash

 *** Linux source commit: bc1669c846b629cface0aaa367afb2b9c6226faf

 *** Download kernel source
wget  -O /home/sunkan/linux-bc1669c846b629cface0aaa367afb2b9c6226faf.tar.gz https://github.com/raspberrypi/linux/archive/bc1669c846b629cface0aaa367afb2b9c6226faf.tar.gz

Then download and unpack the kernel

Load module for /proc/config.gz - modprobe configs

Then in kernel src

cat /proc/config.gz > .config
make oldconfig
cd tools/perf
make
#make DESTDIR=/tmp/inst install

Article with information

To be able to use record/report