-12.8%
KMB vs OKTA
+97.4%
-110.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.1% |
| 7D | -8.6% | +5.9% | -14.5% | -8.5% |
| 30D | -7.5% | +14.6% | -22.1% | -7.2% |
| 3M | -0.6% | +44.0% | -44.6% | +0.1% |
| 6M | -1.5% | +116.7% | -118.3% | +0.1% |
| YTD | +1.6% | +99.8% | -98.2% | +3.3% |
| 1Y | -20.8% | +84.1% | -104.8% | -19.5% |
| All | -12.8% | +97.4% | -110.2% | -10.6% |
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 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