+151.6%
KDP vs OKTA
+601.1%
-449.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | +6.2% | +13.0% | -6.8% | +5.3% |
| 3M | +1.2% | +41.7% | -40.5% | -1.1% |
| 6M | +15.3% | +105.9% | -90.6% | +9.7% |
| YTD | +14.8% | +92.6% | -77.7% | +9.4% |
| 1Y | +17.6% | +81.1% | -63.5% | +12.5% |
| 3Y | +2.1% | +84.8% | -82.7% | -4.0% |
| 5Y | +2.7% | -34.4% | +37.2% | +2.7% |
| All | +151.6% | +601.1% | -449.4% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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