+61.0%
OKE vs KEY
+127.6%
-66.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.4% | +2.9% | +2.4% | +4.5% |
| 30D | -1.3% | +8.4% | -9.8% | -3.7% |
| 3M | -2.0% | -5.8% | +3.7% | -0.5% |
| 6M | +3.4% | +5.4% | -2.0% | +1.3% |
| YTD | +28.2% | +7.1% | +21.1% | +24.2% |
| 1Y | +35.7% | +26.8% | +8.9% | +23.8% |
| 3Y | +61.0% | +128.7% | -67.7% | +25.2% |
| All | +61.0% | +127.6% | -66.6% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling