+193.4%
KDP vs OKTA
+670.0%
-476.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | +8.4% | -9.2% | -1.2% |
| 30D | +9.7% | -13.7% | +23.4% | +10.3% |
| 3M | +17.6% | +18.0% | -0.4% | +16.0% |
| 6M | +25.8% | +133.8% | -108.1% | +18.6% |
| YTD | +33.9% | +111.5% | -77.6% | +26.5% |
| 1Y | +38.9% | +118.3% | -79.4% | +31.0% |
| 3Y | +26.8% | +168.0% | -141.2% | +15.9% |
| 5Y | +16.3% | -30.1% | +46.4% | +15.8% |
| All | +193.4% | +670.0% | -476.5% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling