+84.3%
MKSI vs KIM
+35.9%
+48.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +2.7% | -1.7% | +4.4% | +4.0% |
| 30D | -12.8% | -3.0% | -9.8% | -10.9% |
| 3M | -22.5% | -8.9% | -13.6% | -17.9% |
| 6M | +19.4% | +2.4% | +17.0% | +15.3% |
| YTD | +67.7% | +18.3% | +49.4% | +43.7% |
| 1Y | +131.4% | +8.2% | +123.2% | +112.5% |
| 3Y | +197.3% | +44.0% | +153.3% | +114.3% |
| All | +84.3% | +35.9% | +48.5% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling