+83.1%
MKSI vs KEY
+37.9%
+45.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | -1.8% | +6.6% | +5.9% |
| 30D | -11.0% | -3.3% | -7.7% | -9.1% |
| 3M | -17.1% | -0.2% | -16.9% | -16.8% |
| 6M | +16.4% | +12.1% | +4.3% | +9.4% |
| YTD | +64.3% | +8.4% | +55.9% | +57.2% |
| 1Y | +137.7% | +17.6% | +120.1% | +116.9% |
| 3Y | +189.1% | +123.3% | +65.8% | +94.6% |
| 5Y | +83.1% | +39.5% | +43.6% | +67.1% |
| All | +83.1% | +37.9% | +45.2% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling