+258.5%
OKE vs KEY
+172.4%
+86.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.2% | -1.5% | +2.8% | +2.1% |
| 30D | +4.5% | -3.7% | +8.2% | +6.5% |
| 3M | +9.6% | -1.3% | +10.9% | +9.9% |
| 6M | +15.4% | +13.3% | +2.1% | +6.8% |
| YTD | +36.5% | +9.0% | +27.5% | +28.2% |
| 1Y | +39.0% | +18.7% | +20.3% | +24.1% |
| 3Y | +74.3% | +125.3% | -51.0% | +2.0% |
| 5Y | +141.2% | +40.2% | +101.0% | +67.1% |
| All | +258.5% | +172.4% | +86.1% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling