+13.5%
KMB vs OKE
+266.1%
-252.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -6.5% | +1.2% | -7.7% | -6.6% |
| 30D | -8.8% | +4.5% | -13.3% | -9.1% |
| 3M | -2.2% | +9.6% | -11.8% | -2.9% |
| 6M | +0.7% | +15.4% | -14.7% | -0.6% |
| YTD | +1.0% | +36.5% | -35.4% | -1.5% |
| 1Y | -20.3% | +39.0% | -59.3% | -22.5% |
| 3Y | -13.3% | +74.3% | -87.6% | -17.4% |
| 5Y | -12.9% | +141.2% | -154.1% | -19.5% |
| All | +13.5% | +266.1% | -252.6% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling