+139.9%
KMI vs OKTA
+627.3%
-487.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.0% |
| 7D | -1.8% | +5.9% | -7.6% | -2.2% |
| 30D | +0.1% | +14.6% | -14.5% | -1.2% |
| 3M | +1.2% | +44.0% | -42.8% | -1.9% |
| 6M | -3.9% | +116.7% | -120.6% | -10.4% |
| YTD | +17.5% | +99.8% | -82.2% | +10.0% |
| 1Y | +22.6% | +84.1% | -61.4% | +15.5% |
| 3Y | +116.3% | +97.7% | +18.6% | +99.1% |
| 5Y | +157.6% | -35.2% | +192.8% | +153.2% |
| All | +139.9% | +627.3% | -487.4% | +84.1% |
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 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