-57.3%
KHC vs OKTA
+601.1%
-658.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | -1.0% | -2.4% | +1.4% | -1.0% |
| 30D | +1.9% | +13.0% | -11.1% | +1.5% |
| 3M | +3.2% | +41.7% | -38.5% | +2.3% |
| 6M | +10.0% | +105.9% | -96.0% | +7.8% |
| YTD | +6.7% | +92.6% | -85.9% | +4.7% |
| 1Y | -0.9% | +81.1% | -81.9% | -2.6% |
| 3Y | -13.6% | +84.8% | -98.4% | -15.6% |
| 5Y | -12.8% | -34.4% | +21.6% | -12.7% |
| All | -57.3% | +601.1% | -658.3% | -62.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling