+150,137.3%
KLAC vs OKE
+15,943.7%
+134,193.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -11.5% | +4.6% | -16.1% | -12.8% |
| 3M | -16.9% | +6.9% | -23.9% | -19.2% |
| 6M | +22.2% | +15.8% | +6.5% | +15.0% |
| YTD | +46.4% | +35.2% | +11.2% | +30.2% |
| 1Y | +91.0% | +37.6% | +53.4% | +68.5% |
| 3Y | +264.6% | +72.0% | +192.5% | +197.6% |
| 5Y | +430.6% | +139.0% | +291.6% | +288.7% |
| 10Y | +2,889.3% | +258.7% | +2,630.6% | +1,586.3% |
| All | +150,137.3% | +15,943.7% | +134,193.6% | +28,586.5% |
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