+795.1%
BKNG vs MKSI
+2,164.9%
-1,369.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -10.7% | +4.9% | -15.5% | -12.3% |
| 30D | -18.1% | -11.0% | -7.1% | -15.3% |
| 3M | +8.5% | -17.1% | +25.6% | +10.4% |
| 6M | -0.1% | +16.4% | -16.5% | -11.5% |
| YTD | -18.2% | +64.3% | -82.5% | -37.1% |
| 1Y | -19.9% | +137.7% | -157.6% | -47.2% |
| 3Y | +41.6% | +189.1% | -147.5% | -21.0% |
| 5Y | +93.1% | +83.1% | +10.0% | +21.4% |
| 10Y | +214.8% | +509.4% | -294.6% | +10.4% |
| All | +795.1% | +2,164.9% | -1,369.9% | +29.8% |
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 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