-19.3%
KWEB vs OKE
+15.7%
-35.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.9% |
| 7D | -5.6% | +1.2% | -6.8% | -5.3% |
| 30D | -10.7% | +4.5% | -15.2% | -9.7% |
| 3M | -7.4% | +9.6% | -17.0% | -5.3% |
| 6M | -19.3% | +15.4% | -34.7% | -15.4% |
| All | -19.3% | +15.7% | -35.0% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling