+10,814.7%
OKE vs KNX
+4,983.8%
+5,831.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.2% |
| 7D | +1.2% | -5.6% | +6.8% | +2.3% |
| 30D | +4.5% | -4.4% | +8.9% | +5.2% |
| 3M | +9.6% | -17.3% | +26.9% | +13.0% |
| 6M | +15.4% | +22.6% | -7.3% | +10.3% |
| YTD | +36.5% | +31.1% | +5.3% | +28.4% |
| 1Y | +39.0% | +60.2% | -21.2% | +25.4% |
| 3Y | +74.3% | +35.8% | +38.5% | +59.9% |
| 5Y | +141.2% | +38.9% | +102.3% | +118.4% |
| 10Y | +262.1% | +166.5% | +95.6% | +183.9% |
| All | +10,814.7% | +4,983.8% | +5,831.0% | +6,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling