+150.6%
KMI vs OKTA
-34.5%
+185.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | -1.7% | -2.4% | +0.7% | -1.6% |
| 30D | -2.7% | +13.0% | -15.8% | -3.4% |
| 3M | -0.7% | +41.7% | -42.4% | -2.5% |
| 6M | -5.0% | +105.9% | -110.9% | -9.2% |
| YTD | +15.5% | +92.6% | -77.1% | +10.6% |
| 1Y | +16.4% | +81.1% | -64.6% | +11.9% |
| 3Y | +114.2% | +84.8% | +29.3% | +103.3% |
| All | +150.6% | -34.5% | +185.0% | +137.1% |
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