+150.8%
KRE vs OKE
+1,726.1%
-1,575.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.9% | +4.6% | -8.5% | -5.9% |
| 3M | +3.6% | +6.9% | -3.3% | +0.1% |
| 6M | +15.4% | +15.8% | -0.4% | +6.6% |
| YTD | +15.2% | +35.2% | -20.0% | -1.2% |
| 1Y | +16.5% | +37.6% | -21.1% | -1.0% |
| 3Y | +85.2% | +72.0% | +13.1% | +40.6% |
| 5Y | +33.1% | +139.0% | -105.9% | -13.9% |
| 10Y | +123.1% | +258.7% | -135.7% | +6.4% |
| All | +150.8% | +1,726.1% | -1,575.3% | -63.8% |
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 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