+514.9%
MKSI vs KIM
+32.5%
+482.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +2.7% | -1.7% | +4.4% | +3.5% |
| 30D | -12.8% | -3.0% | -9.8% | -11.7% |
| 3M | -22.5% | -8.9% | -13.6% | -19.8% |
| 6M | +19.4% | +2.4% | +17.0% | +17.3% |
| YTD | +67.7% | +18.3% | +49.4% | +54.2% |
| 1Y | +131.4% | +8.2% | +123.2% | +121.1% |
| 3Y | +197.3% | +44.0% | +153.3% | +152.4% |
| 5Y | +87.0% | +37.3% | +49.6% | +64.2% |
| All | +514.9% | +32.5% | +482.4% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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