+482.2%
KORU vs OKTA
+90.9%
+391.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.1% | +13.3% | +13.4% |
| 7D | +13.0% | +2.6% | +10.4% | +12.2% |
| 30D | +27.3% | +16.0% | +11.3% | +20.7% |
| 3M | -55.3% | +38.2% | -93.4% | -59.5% |
| 6M | +11.6% | +137.8% | -126.2% | -6.0% |
| YTD | +158.5% | +97.3% | +61.3% | +129.1% |
| 1Y | +482.2% | +90.1% | +392.0% | +454.8% |
| All | +482.2% | +90.9% | +391.3% | +454.8% |
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