+16.4%
MKSI vs ROK
+10.0%
+6.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.2% |
| 7D | +4.9% | -1.6% | +6.5% | +6.7% |
| 30D | -11.0% | -5.4% | -5.5% | -5.6% |
| 3M | -17.1% | -4.0% | -13.1% | -11.9% |
| 6M | +16.4% | +13.3% | +3.1% | +4.1% |
| All | +16.4% | +10.0% | +6.4% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling