-20.0%
SKHY vs MKSI
-40.8%
+20.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.0% | -4.5% | -4.6% |
| 7D | -9.0% | +7.7% | -16.7% | -15.6% |
| 30D | -20.5% | -20.0% | -0.5% | +1.1% |
| 3M | -2.6% | -30.6% | +28.0% | +44.8% |
| All | -20.0% | -40.8% | +20.8% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling