+129.5%
KMI vs OKE
+266.1%
-136.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -1.7% | +1.2% | -3.0% | -2.4% |
| 30D | -2.7% | +4.5% | -7.2% | -5.0% |
| 3M | -0.7% | +9.6% | -10.3% | -5.6% |
| 6M | -5.0% | +15.4% | -20.3% | -12.5% |
| YTD | +15.5% | +36.5% | -21.0% | -3.3% |
| 1Y | +16.4% | +39.0% | -22.5% | -3.6% |
| 3Y | +114.2% | +74.3% | +39.9% | +55.0% |
| 5Y | +153.3% | +141.2% | +12.0% | +52.3% |
| All | +129.5% | +266.1% | -136.5% | -6.1% |
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