-20.3%
KMB vs OKE
+40.5%
-60.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -6.5% | +1.2% | -7.7% | -6.5% |
| 30D | -8.8% | +4.5% | -13.3% | -9.0% |
| 3M | -2.2% | +9.6% | -11.8% | -2.8% |
| 6M | +0.7% | +15.4% | -14.7% | -1.5% |
| YTD | +1.0% | +36.5% | -35.4% | -5.7% |
| 1Y | -20.3% | +39.0% | -59.3% | -27.8% |
| All | -20.3% | +40.5% | -60.8% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling