-1.3%
KMB vs OKTA
-30.1%
+28.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +0.9% | +8.4% | -7.5% | +0.9% |
| 30D | +10.1% | -13.7% | +23.8% | +10.1% |
| 3M | 0.0% | +18.0% | -18.0% | -0.1% |
| 6M | +15.7% | +133.8% | -118.2% | +15.1% |
| YTD | +12.6% | +111.5% | -98.8% | +12.2% |
| 1Y | +10.1% | +118.3% | -108.2% | +9.6% |
| 3Y | +2.1% | +168.0% | -165.9% | +0.9% |
| All | -1.3% | -30.1% | +28.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling