-23.2%
KKR vs MTSI
+110.2%
-133.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.0% |
| 7D | -0.6% | +4.9% | -5.5% | -0.9% |
| 30D | +3.0% | -11.6% | +14.6% | +3.6% |
| 3M | +13.6% | -24.1% | +37.7% | +15.2% |
| 6M | +16.2% | +32.4% | -16.2% | +11.0% |
| YTD | -16.6% | +60.4% | -77.0% | -22.3% |
| 1Y | -23.2% | +111.0% | -134.2% | -31.5% |
| All | -23.2% | +110.2% | -133.4% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling