+27.5%
KKR vs MTSI
+183.3%
-155.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -5.4% |
| 7D | +2.2% | -10.0% | +12.2% | +4.6% |
| 30D | +7.6% | -37.2% | +44.8% | +23.1% |
| 3M | -6.5% | -30.1% | +23.6% | +0.9% |
| 6M | -3.9% | -31.9% | +28.0% | +0.1% |
| YTD | -23.9% | +23.2% | -47.1% | -42.5% |
| 1Y | -18.5% | +26.4% | -44.9% | -39.6% |
| 3Y | +65.8% | +186.2% | -120.4% | -29.3% |
| All | +27.5% | +183.3% | -155.8% | -48.2% |
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 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