+487.2%
KO vs MKSI
+2,175.0%
-1,687.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -1.1% | +4.9% | -6.0% | -1.4% |
| 30D | +1.6% | -11.0% | +12.5% | +2.2% |
| 3M | +5.8% | -17.1% | +22.8% | +6.2% |
| 6M | +14.3% | +16.4% | -2.1% | +11.8% |
| YTD | +27.3% | +64.3% | -37.0% | +21.4% |
| 1Y | +33.2% | +137.7% | -104.6% | +23.3% |
| 3Y | +64.5% | +189.1% | -124.6% | +46.4% |
| 5Y | +83.1% | +83.1% | 0.0% | +66.3% |
| 10Y | +183.9% | +509.4% | -325.4% | +130.2% |
| All | +487.2% | +2,175.0% | -1,687.8% | +339.1% |
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