+274.4%
KLAC vs OKTA
+90.2%
+184.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.6% | +2.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.3% |
| 30D | -13.2% | +13.0% | -26.2% | -15.8% |
| 3M | -25.0% | +41.7% | -66.7% | -30.9% |
| 6M | +23.6% | +105.9% | -82.3% | +2.1% |
| YTD | +49.2% | +92.6% | -43.3% | +24.6% |
| 1Y | +89.3% | +81.1% | +8.3% | +61.1% |
| 3Y | +274.4% | +84.8% | +189.5% | +203.5% |
| All | +274.4% | +90.2% | +184.1% | +203.5% |
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