+258.5%
OKE vs KEYS
+1,049.9%
-791.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | -0.4% |
| 7D | +1.2% | +3.5% | -2.2% | +0.1% |
| 30D | +4.5% | -4.5% | +9.0% | +5.8% |
| 3M | +9.6% | -0.4% | +10.0% | +8.4% |
| 6M | +15.4% | +19.1% | -3.8% | +5.8% |
| YTD | +36.5% | +66.7% | -30.2% | +7.4% |
| 1Y | +39.0% | +96.5% | -57.5% | +1.5% |
| 3Y | +74.3% | +155.2% | -80.9% | +9.9% |
| 5Y | +141.2% | +88.0% | +53.2% | +68.8% |
| All | +258.5% | +1,049.9% | -791.4% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling