+84.3%
MKSI vs KEYS
+87.1%
-2.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | -1.9% |
| 7D | +2.7% | +3.5% | -0.8% | -0.8% |
| 30D | -12.8% | -4.5% | -8.3% | -8.7% |
| 3M | -22.5% | -0.4% | -22.1% | -20.7% |
| 6M | +19.4% | +19.1% | +0.3% | +3.7% |
| YTD | +67.7% | +66.7% | +1.1% | -0.9% |
| 1Y | +131.4% | +96.5% | +34.9% | +14.5% |
| 3Y | +197.3% | +155.2% | +42.2% | +16.1% |
| All | +84.3% | +87.1% | -2.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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