+17.6%
KDP vs OKE
+40.5%
-22.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -3.7% | +1.2% | -4.9% | -3.8% |
| 30D | +6.2% | +4.5% | +1.7% | +5.8% |
| 3M | +1.2% | +9.6% | -8.4% | +0.4% |
| 6M | +15.3% | +15.4% | 0.0% | +13.5% |
| YTD | +14.8% | +36.5% | -21.7% | +8.6% |
| 1Y | +17.6% | +39.0% | -21.4% | +8.5% |
| All | +17.6% | +40.5% | -22.9% | +8.5% |
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