+514.9%
MKSI vs TKO
+989.7%
-474.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.7% | +2.3% | +0.4% | +1.8% |
| 30D | -12.8% | -2.5% | -10.3% | -12.3% |
| 3M | -22.5% | -10.6% | -11.9% | -20.3% |
| 6M | +19.4% | -5.1% | +24.4% | +19.6% |
| YTD | +67.7% | -8.2% | +75.9% | +69.4% |
| 1Y | +131.4% | -4.4% | +135.8% | +128.8% |
| 3Y | +197.3% | +100.4% | +97.0% | +119.6% |
| 5Y | +87.0% | +294.3% | -207.3% | +4.1% |
| All | +514.9% | +989.7% | -474.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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