-24.5%
KVUE vs OKTA
+138.5%
-163.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | -5.1% | -2.4% | -2.7% | -5.1% |
| 30D | -6.3% | +13.0% | -19.4% | -6.3% |
| 3M | -0.5% | +41.7% | -42.2% | -0.5% |
| 6M | +3.1% | +105.9% | -102.9% | +3.0% |
| YTD | +6.7% | +92.6% | -85.9% | +6.7% |
| 1Y | -1.1% | +81.1% | -82.2% | -1.1% |
| 3Y | -8.7% | +84.8% | -93.6% | -8.8% |
| All | -24.5% | +138.5% | -163.0% | -23.8% |
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 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