+15.2%
KDP vs OKE
+35.9%
-20.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +6.0% | +9.4% | -3.4% | +5.1% |
| 3M | +9.2% | +8.6% | +0.6% | +8.3% |
| 6M | +14.7% | +15.3% | -0.6% | +12.4% |
| YTD | +19.2% | +34.8% | -15.6% | +11.8% |
| 1Y | +15.2% | +35.3% | -20.1% | +7.1% |
| All | +15.2% | +35.9% | -20.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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