+258.5%
OKE vs MKC
+29.9%
+228.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.2% | -1.5% | +2.7% | +1.6% |
| 30D | +4.5% | -3.1% | +7.6% | +5.2% |
| 3M | +9.6% | +5.2% | +4.4% | +8.1% |
| 6M | +15.4% | -12.8% | +28.2% | +18.4% |
| YTD | +36.5% | -23.3% | +59.8% | +43.6% |
| 1Y | +39.0% | -24.1% | +63.1% | +46.4% |
| 3Y | +74.3% | -32.1% | +106.4% | +87.2% |
| 5Y | +141.2% | -32.8% | +174.0% | +157.9% |
| All | +258.5% | +29.9% | +228.6% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling