I have seen some simple (non-stop each way) round trips where buying two one-way flights was less expensive than buying a round trip of the same flights on the same airline. These were on airlines like UA and AC. Of course, there are change fee implications of two one-ways versus a round trip.

When there are connecting flights, it would be riskier to split the tickets between the connecting flights (as opposed to between the outbound and return), since a misconnect on separate tickets is worse than a misconnect on the same ticket.

So you might try pricing out one-ways of MAD->KIX and KIX->MAD for comparison.