+137.0%
OKE vs KGC
+453.5%
-316.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.2% | -5.6% | +6.9% | +1.8% |
| 30D | +4.5% | +6.1% | -1.7% | +3.7% |
| 3M | +9.6% | +17.3% | -7.7% | +7.3% |
| 6M | +15.4% | -10.3% | +25.7% | +15.9% |
| YTD | +36.5% | +3.9% | +32.6% | +33.1% |
| 1Y | +39.0% | +25.7% | +13.2% | +30.5% |
| 3Y | +74.3% | +526.0% | -451.7% | +15.0% |
| All | +137.0% | +453.5% | -316.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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