-10.7%
KHC vs OKTA
+171.9%
-182.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +2.0% | +8.4% | -6.4% | +2.2% |
| 30D | +10.6% | -13.7% | +24.3% | +10.4% |
| 3M | +0.5% | +18.0% | -17.5% | +0.4% |
| 6M | +12.1% | +133.8% | -121.8% | +12.4% |
| YTD | +8.9% | +111.5% | -102.6% | +9.3% |
| 1Y | +7.5% | +118.3% | -110.8% | +7.9% |
| 3Y | -10.7% | +168.0% | -178.7% | -10.2% |
| All | -10.7% | +171.9% | -182.6% | -10.2% |
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