-17.2%
KKR vs MSTU
-86.5%
+69.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.6% | +6.8% | -1.0% |
| 7D | -0.6% | +16.1% | -16.8% | -2.4% |
| 30D | +3.0% | +68.7% | -65.6% | -3.4% |
| 3M | +13.6% | -11.0% | +24.6% | +11.3% |
| 6M | +16.2% | -33.4% | +49.6% | +14.8% |
| YTD | -16.6% | -59.5% | +42.9% | -16.0% |
| 1Y | -23.2% | -93.4% | +70.1% | -9.5% |
| All | -17.2% | -86.5% | +69.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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