+36.6%
OKE vs MKSI
+27.2%
+9.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.3% | +6.6% | -3.3% |
| 7D | -9.0% | -18.2% | +9.2% | -10.4% |
| 30D | -2.3% | -37.2% | +34.9% | -5.7% |
| 3M | 0.0% | -43.5% | +43.4% | -4.4% |
| 6M | -2.0% | -38.4% | +36.5% | -4.8% |
| YTD | +23.2% | +10.9% | +12.2% | +25.3% |
| 1Y | +36.6% | +26.9% | +9.7% | +38.7% |
| All | +36.6% | +27.2% | +9.4% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling