-43.0%
KHC vs OKE
+403.8%
-446.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -2.2% | +1.9% | -4.1% | -2.5% |
| 30D | -0.1% | +12.8% | -12.9% | -2.2% |
| 3M | +8.3% | +11.9% | -3.6% | +6.1% |
| 6M | +5.0% | +14.9% | -9.9% | +2.1% |
| YTD | +8.0% | +37.7% | -29.7% | +1.8% |
| 1Y | -1.1% | +44.1% | -45.2% | -7.6% |
| 3Y | -10.7% | +75.3% | -86.0% | -20.4% |
| 5Y | -13.5% | +144.0% | -157.5% | -28.0% |
| 10Y | -55.4% | +249.7% | -305.1% | -66.1% |
| All | -43.0% | +403.8% | -446.9% | -59.0% |
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