+137.0%
OKE vs KNX
+37.6%
+99.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.2% |
| 7D | +1.2% | -5.6% | +6.8% | +2.4% |
| 30D | +4.5% | -4.4% | +8.9% | +5.3% |
| 3M | +9.6% | -17.3% | +26.9% | +13.5% |
| 6M | +15.4% | +22.6% | -7.3% | +9.0% |
| YTD | +36.5% | +31.1% | +5.3% | +26.0% |
| 1Y | +39.0% | +60.2% | -21.2% | +20.9% |
| 3Y | +74.3% | +35.8% | +38.5% | +54.8% |
| All | +137.0% | +37.6% | +99.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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