+611.9%
NKE vs MKSI
+2,222.5%
-1,610.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -4.2% | +2.7% | -6.9% | -4.7% |
| 30D | -8.2% | -12.8% | +4.6% | -6.0% |
| 3M | -19.1% | -22.5% | +3.4% | -16.8% |
| 6M | -32.6% | +19.4% | -52.0% | -37.1% |
| YTD | -40.7% | +67.7% | -108.4% | -48.7% |
| 1Y | -48.9% | +131.4% | -180.3% | -58.9% |
| 3Y | -59.2% | +197.3% | -256.6% | -70.3% |
| 5Y | -75.3% | +87.0% | -162.3% | -80.7% |
| 10Y | -23.1% | +522.1% | -545.2% | -53.7% |
| All | +611.9% | +2,222.5% | -1,610.6% | +210.1% |
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