+84.3%
MKSI vs ROK
+47.1%
+37.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.6% |
| 7D | +2.7% | -1.2% | +3.9% | +3.8% |
| 30D | -12.8% | -4.8% | -8.0% | -8.9% |
| 3M | -22.5% | -6.1% | -16.4% | -17.6% |
| 6M | +19.4% | +15.5% | +3.9% | +6.3% |
| YTD | +67.7% | +11.2% | +56.6% | +52.9% |
| 1Y | +131.4% | +23.8% | +107.6% | +93.9% |
| 3Y | +197.3% | +53.1% | +144.2% | +105.0% |
| All | +84.3% | +47.1% | +37.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling