+1,688.1%
KKR vs MTZ
+2,092.0%
-403.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -0.8% |
| 7D | -2.2% | +2.3% | -4.5% | -3.0% |
| 30D | +0.3% | -10.3% | +10.5% | +3.6% |
| 3M | +8.8% | -31.8% | +40.6% | +19.9% |
| 6M | +14.9% | -19.2% | +34.1% | +18.2% |
| YTD | -17.9% | +10.7% | -28.6% | -25.1% |
| 1Y | -23.7% | +37.5% | -61.2% | -36.1% |
| 3Y | +69.1% | +162.4% | -93.3% | +9.5% |
| 5Y | +72.6% | +166.3% | -93.8% | +8.1% |
| 10Y | +728.2% | +753.2% | -24.9% | +218.3% |
| All | +1,688.1% | +2,092.0% | -403.8% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 all: compounded portfolio wealth divided by compounded MTZ 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…
all analysis · Full analysis span regression · 6 months rolling