In this thread in comp.lang.scheme the means to return multiple values are discussed. There are seemingly 3 solutions in R6RS:
(import (rnrs))
; let-values + values
(define (foo1)
(values 1 2 3))
(let-values (((a b c) (foo1)))
(display (list a b c))
(newline))
; cps
(define (foo2 k)
(k 1 2 3))
(foo2 (lambda (a b c)
(display (list a b c))
(newline)))
; list
(define (foo3)
(list 1 2 3))
(let ((result (foo3)))
(display result)
(newline))
Per Aziz and Aaron’s point; you should use the approach that communicates the most information to the reader.