+56.5%
KORU vs OKTA
+601.1%
-544.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.7% | +11.7% | +10.0% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +13.5% | +13.0% | +0.5% | +6.4% |
| 3M | -45.2% | +41.7% | -86.9% | -53.0% |
| 6M | +17.1% | +105.9% | -88.8% | -13.6% |
| YTD | +154.1% | +92.6% | +61.6% | +88.3% |
| 1Y | +375.7% | +81.1% | +294.6% | +262.6% |
| 3Y | +474.0% | +84.8% | +389.2% | +318.3% |
| 5Y | +60.4% | -34.4% | +94.9% | +52.9% |
| All | +56.5% | +601.1% | -544.6% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling