+161.3%
KDP vs OKTA
+618.3%
-457.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +2.6% | -1.4% | +1.1% |
| 30D | +6.0% | +16.0% | -10.0% | +4.9% |
| 3M | +9.2% | +38.2% | -29.0% | +6.9% |
| 6M | +14.7% | +137.8% | -123.1% | +8.0% |
| YTD | +19.2% | +97.3% | -78.1% | +13.5% |
| 1Y | +15.2% | +90.1% | -74.9% | +9.8% |
| 3Y | +6.0% | +98.0% | -92.0% | -0.9% |
| 5Y | +5.4% | -36.9% | +42.3% | +5.9% |
| All | +161.3% | +618.3% | -457.1% | +136.3% |
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