+711.6%
KKR vs MTSI
+529.6%
+182.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.5% |
| 7D | -0.6% | +4.9% | -5.5% | -2.0% |
| 30D | +3.0% | -11.6% | +14.6% | +6.0% |
| 3M | +13.6% | -24.1% | +37.7% | +20.2% |
| 6M | +16.2% | +32.4% | -16.2% | +2.2% |
| YTD | -16.6% | +60.4% | -77.0% | -31.7% |
| 1Y | -23.2% | +111.0% | -134.2% | -42.8% |
| 3Y | +71.7% | +246.1% | -174.4% | +8.5% |
| 5Y | +74.8% | +340.3% | -265.5% | +2.7% |
| 10Y | +711.6% | +539.5% | +172.0% | +266.2% |
| All | +711.6% | +529.6% | +182.0% | +266.2% |
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