+13.6%
KMB vs OKTA
+114.8%
-101.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.2% |
| 7D | +0.4% | -14.2% | +14.6% | -0.3% |
| 30D | +14.0% | -12.5% | +26.5% | +13.5% |
| 3M | -1.3% | +29.2% | -30.6% | -0.1% |
| 6M | +16.7% | +147.3% | -130.7% | +22.9% |
| YTD | +12.0% | +120.9% | -109.0% | +18.5% |
| 1Y | +13.6% | +119.7% | -106.0% | +20.4% |
| All | +13.6% | +114.8% | -101.1% | +20.4% |
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