+108.8%
KMI vs MKSI
+968.5%
-859.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.0% |
| 7D | -2.1% | +4.9% | -6.9% | -3.0% |
| 30D | -1.7% | -11.0% | +9.3% | +0.4% |
| 3M | -1.9% | -17.1% | +15.2% | -0.4% |
| 6M | -4.3% | +16.4% | -20.8% | -10.4% |
| YTD | +15.8% | +64.3% | -48.5% | -0.2% |
| 1Y | +17.6% | +137.7% | -120.2% | -7.8% |
| 3Y | +113.1% | +189.1% | -76.0% | +48.5% |
| 5Y | +154.0% | +83.1% | +70.9% | +89.9% |
| 10Y | +133.1% | +509.4% | -376.2% | +11.3% |
| All | +108.8% | +968.5% | -859.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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