+79.0%
KKR vs MTSI
+320.9%
-241.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -3.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | +2.2% | +2.1% | +0.1% | -0.4% |
| 3M | +13.1% | -29.7% | +42.8% | +25.9% |
| 6M | +15.3% | +12.5% | +2.7% | +0.5% |
| YTD | -15.0% | +57.0% | -72.0% | -38.4% |
| 1Y | -21.0% | +103.9% | -124.9% | -51.2% |
| 3Y | +76.7% | +223.6% | -146.9% | -22.0% |
| All | +79.0% | +320.9% | -241.9% | -35.0% |
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