+274.4%
KLAC vs OKE
+72.4%
+202.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.8% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | -13.2% | +4.5% | -17.6% | -13.9% |
| 3M | -25.0% | +9.6% | -34.6% | -26.5% |
| 6M | +23.6% | +15.4% | +8.2% | +17.8% |
| YTD | +49.2% | +36.5% | +12.8% | +32.1% |
| 1Y | +89.3% | +39.0% | +50.4% | +65.5% |
| 3Y | +274.4% | +74.3% | +200.1% | +212.4% |
| All | +274.4% | +72.4% | +202.0% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling