-13.6%
KHC vs OKTA
-35.6%
+22.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +0.5% | +13.8% | -13.3% | +0.5% |
| 3M | +3.0% | +48.9% | -45.9% | +3.1% |
| 6M | +6.6% | +114.9% | -108.3% | +6.7% |
| YTD | +5.8% | +97.9% | -92.1% | +5.8% |
| 1Y | -2.2% | +89.7% | -91.9% | -2.2% |
| 3Y | -12.5% | +95.8% | -108.4% | -12.4% |
| 5Y | -13.6% | -32.6% | +19.0% | -18.9% |
| All | -13.6% | -35.6% | +22.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling