+514.9%
MKSI vs KEY
+172.4%
+342.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.5% |
| 30D | -12.8% | -3.7% | -9.1% | -11.0% |
| 3M | -22.5% | -1.3% | -21.3% | -21.9% |
| 6M | +19.4% | +13.3% | +6.1% | +12.1% |
| YTD | +67.7% | +9.0% | +58.8% | +60.7% |
| 1Y | +131.4% | +18.7% | +112.7% | +111.8% |
| 3Y | +197.3% | +125.3% | +72.1% | +99.0% |
| 5Y | +87.0% | +40.2% | +46.7% | +50.2% |
| All | +514.9% | +172.4% | +342.5% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling