+37.7%
KR vs OKTA
+90.2%
-52.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | -0.2% |
| 30D | +5.1% | +13.0% | -8.0% | +5.4% |
| 3M | -8.2% | +41.7% | -49.9% | -7.7% |
| 6M | -18.0% | +105.9% | -123.9% | -18.1% |
| YTD | -4.8% | +92.6% | -97.3% | -5.0% |
| 1Y | -11.0% | +81.1% | -92.1% | -11.2% |
| 3Y | +37.7% | +84.8% | -47.2% | +34.9% |
| All | +37.7% | +90.2% | -52.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling