+187.6%
KO vs MKSI
+447.2%
-259.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.5% | +11.7% | +1.8% |
| 7D | +1.5% | -8.1% | +9.5% | +1.9% |
| 30D | +1.9% | -22.9% | +24.8% | +3.2% |
| 3M | +8.8% | -32.7% | +41.5% | +10.5% |
| 6M | +16.3% | +12.3% | +4.0% | +13.4% |
| YTD | +29.5% | +50.1% | -20.6% | +23.3% |
| 1Y | +37.1% | +108.8% | -71.6% | +26.6% |
| 3Y | +65.6% | +172.0% | -106.3% | +43.8% |
| 5Y | +84.6% | +64.2% | +20.4% | +66.7% |
| 10Y | +187.6% | +451.6% | -264.0% | +106.0% |
| All | +187.6% | +447.2% | -259.6% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling