+1,267.4%
KDP vs OKE
+1,007.6%
+259.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | -0.8% | +5.4% | -6.1% | -1.8% |
| 30D | +9.7% | -1.3% | +11.0% | +9.9% |
| 3M | +17.6% | -2.0% | +19.7% | +17.8% |
| 6M | +25.8% | +3.4% | +22.3% | +24.3% |
| YTD | +33.9% | +28.2% | +5.7% | +26.2% |
| 1Y | +38.9% | +35.7% | +3.2% | +29.3% |
| 3Y | +26.8% | +61.0% | -34.2% | +12.3% |
| 5Y | +16.3% | +85.8% | -69.5% | -1.7% |
| 10Y | +248.1% | +242.1% | +6.0% | +127.0% |
| All | +1,267.4% | +1,007.6% | +259.8% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling