+113.7%
KLAC vs OKTA
+90.9%
+22.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | +2.6% | +3.1% | +5.5% |
| 30D | -3.6% | +16.0% | -19.6% | -4.7% |
| 3M | -12.8% | +38.2% | -51.0% | -15.1% |
| 6M | +26.1% | +137.8% | -111.7% | +16.0% |
| YTD | +53.3% | +97.3% | -44.0% | +47.4% |
| 1Y | +113.7% | +90.1% | +23.6% | +114.2% |
| All | +113.7% | +90.9% | +22.8% | +114.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling