+169.5%
KDP vs OKE
+266.1%
-96.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | +6.2% | +4.5% | +1.7% | +5.3% |
| 3M | +1.2% | +9.6% | -8.4% | -0.6% |
| 6M | +15.3% | +15.4% | 0.0% | +11.9% |
| YTD | +14.8% | +36.5% | -21.7% | +7.8% |
| 1Y | +17.6% | +39.0% | -21.4% | +9.9% |
| 3Y | +2.1% | +74.3% | -72.2% | -10.0% |
| 5Y | +2.7% | +141.2% | -138.5% | -16.3% |
| All | +169.5% | +266.1% | -96.6% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling