+22.5%
KORU vs OKTA
+114.8%
-92.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.5% |
| 7D | -24.3% | -14.2% | -10.1% | -20.9% |
| 30D | -54.2% | -12.5% | -41.7% | -52.3% |
| 3M | -45.4% | +29.2% | -74.7% | -48.7% |
| 6M | -66.5% | +147.3% | -213.8% | -70.4% |
| YTD | +14.9% | +120.9% | -106.0% | +3.5% |
| 1Y | +22.5% | +119.7% | -97.1% | +9.4% |
| All | +22.5% | +114.8% | -92.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling