+241.9%
OKE vs KEYS
+1,113.8%
-871.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | -0.5% |
| 7D | +1.2% | +3.5% | -2.2% | 0.0% |
| 30D | +4.5% | -4.5% | +9.0% | +5.9% |
| 3M | +9.6% | -0.4% | +10.0% | +8.2% |
| 6M | +15.4% | +19.1% | -3.8% | +5.3% |
| YTD | +36.5% | +66.7% | -30.2% | +6.1% |
| 1Y | +39.0% | +96.5% | -57.5% | -0.1% |
| 3Y | +74.3% | +155.2% | -80.9% | +7.7% |
| 5Y | +141.2% | +88.0% | +53.2% | +65.8% |
| 10Y | +262.1% | +1,046.8% | -784.7% | +3.5% |
| All | +241.9% | +1,113.8% | -871.9% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling