+1,746.1%
KMB vs OKE
+16,243.7%
-14,497.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | -5.0% | +12.8% | -17.9% | -6.7% |
| 3M | +6.6% | +11.9% | -5.4% | +4.7% |
| 6M | +1.0% | +14.9% | -13.9% | -1.4% |
| YTD | +6.0% | +37.7% | -31.8% | +0.7% |
| 1Y | -16.6% | +44.1% | -60.7% | -21.3% |
| 3Y | -8.6% | +75.3% | -83.9% | -17.1% |
| 5Y | -10.9% | +144.0% | -154.9% | -24.0% |
| 10Y | +16.8% | +249.7% | -232.9% | -13.6% |
| All | +1,746.1% | +16,243.7% | -14,497.6% | +525.9% |
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