+108.8%
KMI vs OKE
+746.1%
-637.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.1% | 0.0% | -2.0% | -2.0% |
| 30D | -1.7% | +4.6% | -6.3% | -4.0% |
| 3M | -1.9% | +6.9% | -8.8% | -5.5% |
| 6M | -4.3% | +15.8% | -20.1% | -11.9% |
| YTD | +15.8% | +35.2% | -19.4% | -2.2% |
| 1Y | +17.6% | +37.6% | -20.0% | -1.8% |
| 3Y | +113.1% | +72.0% | +41.1% | +56.0% |
| 5Y | +154.0% | +139.0% | +15.0% | +54.4% |
| 10Y | +133.1% | +258.7% | -125.6% | -1.5% |
| All | +108.8% | +746.1% | -637.3% | -50.2% |
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