-56.7%
KHC vs OKTA
+605.7%
-662.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -0.1% | +13.0% | -13.1% | -0.5% |
| 3M | +8.3% | +43.4% | -35.1% | +7.3% |
| 6M | +5.0% | +107.6% | -102.7% | +2.9% |
| YTD | +8.0% | +93.8% | -85.8% | +5.9% |
| 1Y | -1.1% | +80.8% | -81.9% | -2.8% |
| 3Y | -10.7% | +91.8% | -102.5% | -12.9% |
| 5Y | -13.5% | -36.4% | +22.9% | -13.2% |
| All | -56.7% | +605.7% | -662.4% | -62.1% |
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