+1,116.0%
KDP vs OKE
+1,090.1%
+25.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | +8.5% | +12.8% | -4.4% | +5.8% |
| 3M | +6.6% | +11.9% | -5.3% | +4.0% |
| 6M | +17.1% | +14.9% | +2.2% | +13.3% |
| YTD | +19.0% | +37.7% | -18.7% | +10.8% |
| 1Y | +21.8% | +44.1% | -22.3% | +12.2% |
| 3Y | +6.4% | +75.3% | -68.8% | -7.3% |
| 5Y | +5.1% | +144.0% | -138.9% | -16.0% |
| 10Y | +175.8% | +249.7% | -73.9% | +79.4% |
| All | +1,116.0% | +1,090.1% | +25.9% | +343.6% |
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