+5.5%
OKE vs KRMN
+17.6%
-12.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.8% |
| 7D | +1.2% | -11.8% | +13.0% | +1.8% |
| 30D | +4.5% | -43.0% | +47.5% | +7.1% |
| 3M | +9.6% | -28.8% | +38.5% | +11.0% |
| 6M | +15.4% | -66.3% | +81.7% | +23.4% |
| YTD | +36.5% | -51.8% | +88.2% | +37.8% |
| 1Y | +39.0% | -44.7% | +83.7% | +34.7% |
| All | +5.5% | +17.6% | -12.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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