+31.2%
KKR vs MTSI
+206.4%
-175.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.4% | +2.6% |
| 7D | +1.6% | +10.0% | -8.4% | -1.9% |
| 30D | +14.5% | -20.3% | +34.9% | +20.5% |
| 3M | -15.0% | -24.4% | +9.5% | -10.7% |
| 6M | +1.0% | -39.2% | +40.2% | +12.2% |
| YTD | -22.6% | +35.5% | -58.1% | -43.5% |
| 1Y | -18.2% | +43.0% | -61.2% | -42.1% |
| 3Y | +56.4% | +196.3% | -139.9% | -32.9% |
| All | +31.2% | +206.4% | -175.2% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling