+191.2%
MKSI vs KEY
+121.2%
+70.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | -1.8% | +6.6% | +6.3% |
| 30D | -11.0% | -3.3% | -7.7% | -8.5% |
| 3M | -17.1% | -0.2% | -16.9% | -16.8% |
| 6M | +16.4% | +12.1% | +4.3% | +6.9% |
| YTD | +64.3% | +8.4% | +55.9% | +54.2% |
| 1Y | +137.7% | +17.6% | +120.1% | +109.0% |
| All | +191.2% | +121.2% | +70.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling