+687.0%
KKR vs MTSI
+539.0%
+148.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -3.5% |
| 7D | -1.3% | +7.2% | -8.4% | -4.0% |
| 30D | +9.3% | -18.4% | +27.8% | +13.1% |
| 3M | -9.8% | -16.7% | +6.9% | -8.6% |
| 6M | +1.0% | -31.7% | +32.7% | +5.8% |
| YTD | -21.1% | +45.9% | -66.9% | -35.7% |
| 1Y | -17.0% | +47.0% | -64.0% | -32.6% |
| 3Y | +60.6% | +224.1% | -163.4% | -0.1% |
| 5Y | +33.6% | +238.5% | -204.9% | -19.2% |
| 10Y | +687.0% | +512.7% | +174.3% | +249.8% |
| All | +687.0% | +539.0% | +148.0% | +249.8% |
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