+433.3%
KLAC vs OKE
+138.0%
+295.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.6% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | -13.2% | +4.5% | -17.6% | -14.6% |
| 3M | -25.0% | +9.6% | -34.6% | -27.9% |
| 6M | +23.6% | +15.4% | +8.2% | +14.5% |
| YTD | +49.2% | +36.5% | +12.8% | +26.4% |
| 1Y | +89.3% | +39.0% | +50.4% | +58.1% |
| 3Y | +274.4% | +74.3% | +200.1% | +171.1% |
| All | +433.3% | +138.0% | +295.3% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling