+2,089.8%
KLAC vs OKTA
+627.3%
+1,462.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.0% |
| 7D | +6.2% | +5.9% | +0.3% | +4.5% |
| 30D | -5.0% | +14.6% | -19.6% | -9.6% |
| 3M | -14.4% | +44.0% | -58.4% | -23.8% |
| 6M | +28.3% | +116.7% | -88.4% | -1.5% |
| YTD | +51.1% | +99.8% | -48.7% | +17.7% |
| 1Y | +100.4% | +84.1% | +16.3% | +59.8% |
| 3Y | +276.3% | +97.7% | +178.7% | +181.5% |
| 5Y | +452.1% | -35.2% | +487.2% | +430.9% |
| All | +2,089.8% | +627.3% | +1,462.4% | +987.9% |
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 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