+735.7%
KKR vs MTSI
+512.4%
+223.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | -0.7% |
| 7D | +0.1% | +3.5% | -3.4% | -1.7% |
| 30D | +7.9% | -30.3% | +38.2% | +16.5% |
| 3M | -4.4% | -26.0% | +21.6% | +0.2% |
| 6M | -4.0% | -36.1% | +32.1% | +2.5% |
| YTD | -22.6% | +34.3% | -56.9% | -35.5% |
| 1Y | -18.6% | +35.3% | -53.8% | -32.4% |
| 3Y | +60.6% | +217.6% | -157.0% | +0.5% |
| 5Y | +28.4% | +210.1% | -181.7% | -20.3% |
| 10Y | +735.7% | +471.4% | +264.3% | +288.4% |
| All | +735.7% | +512.4% | +223.3% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling