+63.2%
KKR vs OKTA
+90.2%
-27.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -6.2% | -2.4% | -3.8% | -5.7% |
| 30D | -8.9% | +13.0% | -21.9% | -11.8% |
| 3M | +6.3% | +41.7% | -35.4% | -2.8% |
| 6M | +16.5% | +105.9% | -89.5% | -5.1% |
| YTD | -20.3% | +92.6% | -112.8% | -34.1% |
| 1Y | -29.8% | +81.1% | -110.8% | -41.1% |
| 3Y | +63.2% | +84.8% | -21.7% | +36.6% |
| All | +63.2% | +90.2% | -27.1% | +36.6% |
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 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