+5,749.3%
OKE vs KMX
+457.5%
+5,291.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +1.2% | -3.1% | +4.4% | +1.8% |
| 30D | +4.5% | +4.4% | 0.0% | +3.6% |
| 3M | +9.6% | +18.9% | -9.3% | +5.8% |
| 6M | +15.4% | +44.3% | -28.9% | +6.8% |
| YTD | +36.5% | +58.7% | -22.2% | +23.6% |
| 1Y | +39.0% | +0.1% | +38.9% | +34.7% |
| 3Y | +74.3% | -24.4% | +98.7% | +74.2% |
| 5Y | +141.2% | -54.4% | +195.6% | +156.4% |
| 10Y | +262.1% | +11.0% | +251.1% | +235.1% |
| All | +5,749.3% | +457.5% | +5,291.8% | +3,935.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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