+35.3%
OKE vs KEYS
+98.0%
-62.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.2% |
| 7D | +0.7% | +2.3% | -1.6% | +0.9% |
| 30D | +9.4% | -2.6% | +12.0% | +9.1% |
| 3M | +8.6% | -4.6% | +13.2% | +8.6% |
| 6M | +15.3% | +8.7% | +6.6% | +17.1% |
| YTD | +34.8% | +61.0% | -26.3% | +37.4% |
| 1Y | +35.3% | +96.0% | -60.7% | +34.0% |
| All | +35.3% | +98.0% | -62.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling