+42.7%
MKSI vs ROK
+25.3%
+17.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.4% |
| 7D | -10.7% | 0.0% | -10.7% | -10.6% |
| 30D | -30.5% | -2.5% | -28.0% | -28.5% |
| 3M | -39.2% | 0.0% | -39.2% | -38.7% |
| 6M | -33.0% | +11.6% | -44.6% | -37.4% |
| YTD | +22.3% | +15.2% | +7.1% | +4.5% |
| 1Y | +42.7% | +25.0% | +17.7% | +10.3% |
| All | +42.7% | +25.3% | +17.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling