+139.7%
KR vs OKTA
+601.1%
-461.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | +5.1% | +13.0% | -8.0% | +4.8% |
| 3M | -8.2% | +41.7% | -49.9% | -8.7% |
| 6M | -18.0% | +105.9% | -123.9% | -19.4% |
| YTD | -4.8% | +92.6% | -97.3% | -6.3% |
| 1Y | -11.0% | +81.1% | -92.1% | -12.4% |
| 3Y | +37.7% | +84.8% | -47.2% | +34.6% |
| 5Y | +52.8% | -34.4% | +87.2% | +50.8% |
| All | +139.7% | +601.1% | -461.4% | +127.5% |
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