+16,116.0%
OKE vs KEY
+1,030.3%
+15,085.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.7% |
| 7D | +1.9% | +2.7% | -0.8% | +1.0% |
| 30D | +12.8% | -3.2% | +16.1% | +13.9% |
| 3M | +11.9% | +1.0% | +11.0% | +11.4% |
| 6M | +14.9% | +11.9% | +3.0% | +10.5% |
| YTD | +37.7% | +8.7% | +29.0% | +33.2% |
| 1Y | +44.1% | +18.5% | +25.6% | +35.6% |
| 3Y | +75.3% | +124.0% | -48.7% | +32.9% |
| 5Y | +144.0% | +40.8% | +103.2% | +103.5% |
| 10Y | +249.7% | +167.0% | +82.7% | +151.3% |
| All | +16,116.0% | +1,030.3% | +15,085.7% | +6,779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling