+139.0%
OKE vs KEY
+37.9%
+101.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | -1.8% | +1.7% | +0.5% |
| 30D | +4.6% | -3.3% | +7.9% | +5.6% |
| 3M | +6.9% | -0.2% | +7.1% | +6.8% |
| 6M | +15.8% | +12.1% | +3.6% | +11.3% |
| YTD | +35.2% | +8.4% | +26.8% | +31.0% |
| 1Y | +37.6% | +17.6% | +19.9% | +29.8% |
| 3Y | +72.0% | +123.3% | -51.3% | +32.0% |
| 5Y | +139.0% | +39.5% | +99.4% | +87.3% |
| All | +139.0% | +37.9% | +101.0% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling