-25.7%
RKT vs MKSI
+117.8%
-143.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -3.1% |
| 7D | -1.0% | +6.6% | -7.6% | -3.0% |
| 30D | -2.4% | -8.2% | +5.8% | -0.2% |
| 3M | +1.9% | -16.4% | +18.3% | +4.8% |
| 6M | -13.9% | +23.0% | -36.8% | -22.3% |
| YTD | -30.6% | +68.2% | -98.8% | -43.9% |
| 1Y | -34.4% | +148.6% | -182.9% | -54.2% |
| 3Y | +38.2% | +196.0% | -157.8% | -17.9% |
| 5Y | -9.7% | +87.4% | -97.0% | -41.0% |
| All | -25.7% | +117.8% | -143.4% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling