-11.0%
KR vs OKE
+40.5%
-51.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | +5.1% | +4.5% | +0.6% | +3.8% |
| 3M | -8.2% | +9.6% | -17.8% | -10.8% |
| 6M | -18.0% | +15.4% | -33.4% | -21.0% |
| YTD | -4.8% | +36.5% | -41.2% | -11.9% |
| 1Y | -11.0% | +39.0% | -50.0% | -18.7% |
| All | -11.0% | +40.5% | -51.5% | -18.7% |
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