+23.6%
KDP vs OKTA
+171.4%
-147.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.4% |
| 7D | -4.0% | +6.6% | -10.6% | -3.8% |
| 30D | +8.5% | -19.4% | +27.9% | +8.1% |
| 3M | +20.7% | +23.9% | -3.2% | +21.0% |
| 6M | +23.2% | +130.9% | -107.7% | +23.6% |
| YTD | +30.5% | +111.1% | -80.6% | +31.2% |
| 1Y | +35.9% | +115.5% | -79.7% | +36.6% |
| All | +23.6% | +171.4% | -147.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling