+807.6%
MKSI vs KEYS
+1,113.8%
-306.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | -1.3% |
| 7D | +2.7% | +3.5% | -0.8% | -0.3% |
| 30D | -12.8% | -4.5% | -8.3% | -9.3% |
| 3M | -22.5% | -0.4% | -22.1% | -20.7% |
| 6M | +19.4% | +19.1% | +0.3% | +6.4% |
| YTD | +67.7% | +66.7% | +1.1% | +9.1% |
| 1Y | +131.4% | +96.5% | +34.9% | +31.0% |
| 3Y | +197.3% | +155.2% | +42.2% | +42.0% |
| 5Y | +87.0% | +88.0% | -1.0% | +12.7% |
| 10Y | +522.1% | +1,046.8% | -524.7% | +36.2% |
| All | +807.6% | +1,113.8% | -306.2% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling