-19.1%
KMB vs OKTA
+82.1%
-101.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.3% |
| 7D | -7.7% | +0.4% | -8.1% | -7.7% |
| 30D | -8.2% | +13.8% | -22.0% | -7.7% |
| 3M | -1.9% | +48.9% | -50.8% | -0.3% |
| 6M | -0.7% | +114.9% | -115.6% | +3.4% |
| YTD | +1.4% | +97.9% | -96.5% | +5.5% |
| 1Y | -19.1% | +89.7% | -108.8% | -15.6% |
| All | -19.1% | +82.1% | -101.2% | -15.6% |
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 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