+20.4%
KWEB vs OKE
+344.2%
-323.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -5.6% | +1.2% | -6.8% | -5.8% |
| 30D | -10.7% | +4.5% | -15.2% | -11.5% |
| 3M | -7.4% | +9.6% | -17.0% | -9.4% |
| 6M | -19.3% | +15.4% | -34.7% | -22.2% |
| YTD | -27.8% | +36.5% | -64.2% | -32.9% |
| 1Y | -35.9% | +39.0% | -74.9% | -40.8% |
| 3Y | -1.9% | +74.3% | -76.2% | -14.8% |
| 5Y | -43.2% | +141.2% | -184.4% | -53.9% |
| 10Y | -21.2% | +262.1% | -283.3% | -45.1% |
| All | +20.4% | +344.2% | -323.8% | -22.3% |
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