-11.4%
RKT vs MKSI
+84.1%
-95.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | -6.3% | +2.7% | -8.9% | -7.2% |
| 30D | -6.2% | -12.8% | +6.6% | -2.0% |
| 3M | -1.9% | -22.5% | +20.7% | +3.9% |
| 6M | -13.0% | +19.4% | -32.4% | -21.9% |
| YTD | -31.9% | +67.7% | -99.6% | -46.6% |
| 1Y | -37.6% | +131.4% | -169.0% | -57.5% |
| 3Y | +36.8% | +197.3% | -160.5% | -27.1% |
| All | -11.4% | +84.1% | -95.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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