+6,174.8%
OKE vs MKSI
+2,222.5%
+3,952.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | +0.6% |
| 7D | +1.2% | +2.7% | -1.4% | +0.8% |
| 30D | +4.5% | -12.8% | +17.3% | +6.8% |
| 3M | +9.6% | -22.5% | +32.1% | +12.6% |
| 6M | +15.4% | +19.4% | -4.0% | +8.4% |
| YTD | +36.5% | +67.7% | -31.3% | +19.5% |
| 1Y | +39.0% | +131.4% | -92.4% | +13.5% |
| 3Y | +74.3% | +197.3% | -123.0% | +30.0% |
| 5Y | +141.2% | +87.0% | +54.2% | +90.5% |
| 10Y | +262.1% | +522.1% | -260.0% | +131.0% |
| All | +6,174.8% | +2,222.5% | +3,952.2% | +3,463.1% |
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