-18.2%
MDT vs KKR
+64.7%
-82.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.4% | -6.2% | +2.8% | -2.4% |
| 30D | +0.2% | -8.9% | +9.1% | +1.6% |
| 3M | +14.3% | +6.3% | +8.0% | +12.9% |
| 6M | +4.0% | +16.5% | -12.5% | +1.1% |
| YTD | -3.7% | -20.3% | +16.6% | -0.8% |
| 1Y | -0.4% | -29.8% | +29.4% | +4.6% |
| 3Y | +23.3% | +63.2% | -39.9% | +5.7% |
| All | -18.2% | +64.7% | -82.9% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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