+1.0%
KKR vs MTSI
-30.9%
+31.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -0.7% |
| 7D | -1.3% | +7.2% | -8.4% | -1.1% |
| 30D | +9.3% | -18.4% | +27.8% | +9.4% |
| 3M | -9.8% | -16.7% | +6.9% | -9.6% |
| 6M | +1.0% | -31.7% | +32.7% | +2.0% |
| All | +1.0% | -30.9% | +31.8% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling