ACR MLG EXCEEDED TRACK ON SID DEP AND PENETRATED ADJOINING TCA.

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THE PUBLISHED DEP SHOWS THAT THE INITIAL TURN TO INITIAL HDG BE COMPLETED WITHIN 4 DME. BEING NEW TO THIS TYPE ACFT; OUR COMPANY PROCS CALL FOR 15 DEG BANK FOR PAX COMFORT UNLESS THERE IS A RESTRICTION OR PROC TO COMPLY WITH. TKOF INSTRUCTIONS WERE 'TURN RIGHT TO 090; CLRED FOR TKOF RWY 31L. (MAINTAIN 3000' PER SID).' AFTER TKOF I INITIATED RIGHT TURN TO 90 DEG HDG; COMING THROUGH 070 DEGS DEP CTL ISSUED INSTRUCTIONS TO TURN FURTHER RIGHT TO 120 DEG HDG. DEP CTL THEN STATED THAT WE NEEDED TO STAY WITHIN 4 DME IN THE FUTURE TO STAY OUT OF O'HARES AIRSPACE. WHEN THE TURN WAS COMPLETED I WAS WITHIN 4.9 NM OF THE DME/ILS OFF THE ARPT (.9 DME OVERSHOOT). I'M SURE THAT GIVEN TIME (I'VE ONLY DEPARTED THIS RWY ONCE BEFORE) THAT I WILL KNOW THE DEP RESTRICTIONS BY HEART. I THINK THAT A GOOD PROC IN THE FUTURE WOULD BE TO NOTE THE RESTRICTION WHEN ACFT IS GIVEN CLRNC OR TKOF INSTRUCTIONS. SOMETIMES IT'S HARD TO BE OUTSIDE (LOOKING FOR POTENTIAL TFC); FLYING THE ACFT AND READING 'PLATES' ALL AT THE SAME TIME. THERE ARE SOME ARPTS IN OUR SYS THAT INCLUDE SUCH RESTRICTION WHEN THEY GIVE CLRNC OR TKOF INSTRUCTIONS. IT WOULD BE GOOD TO SEE THIS STANDARD THROUGHOUT THE INDUSTRY AT EACH FAC.