+43.6%
KORU vs OKTA
+620.5%
-576.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -12.2% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +20.0% | +13.8% | +6.2% | +12.2% |
| 3M | -32.7% | +48.9% | -81.6% | -43.2% |
| 6M | +13.3% | +114.9% | -101.6% | -17.7% |
| YTD | +133.2% | +97.9% | +35.3% | +71.2% |
| 1Y | +357.3% | +89.7% | +267.6% | +242.8% |
| 3Y | +452.7% | +95.8% | +356.8% | +294.6% |
| 5Y | +47.2% | -32.6% | +79.8% | +39.0% |
| All | +43.6% | +620.5% | -576.9% | -41.5% |
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