+12.5%
KMB vs OKTA
+618.3%
-605.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +2.6% | -5.7% | -3.1% |
| 30D | -5.5% | +16.0% | -21.5% | -5.8% |
| 3M | +14.0% | +38.2% | -24.2% | +13.1% |
| 6M | +4.1% | +137.8% | -133.7% | +1.8% |
| YTD | +8.0% | +97.3% | -89.2% | +6.1% |
| 1Y | -13.7% | +90.1% | -103.8% | -15.2% |
| 3Y | -5.9% | +98.0% | -103.9% | -8.3% |
| 5Y | -8.6% | -36.9% | +28.3% | -8.7% |
| All | +12.5% | +618.3% | -605.8% | +5.7% |
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