-27.3%
KWEB vs OKTA
+601.1%
-628.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.3% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -10.7% | +13.0% | -23.7% | -14.3% |
| 3M | -7.4% | +41.7% | -49.1% | -16.2% |
| 6M | -19.3% | +105.9% | -125.3% | -35.0% |
| YTD | -27.8% | +92.6% | -120.3% | -41.2% |
| 1Y | -35.9% | +81.1% | -117.0% | -47.2% |
| 3Y | -1.9% | +84.8% | -86.8% | -23.7% |
| 5Y | -43.2% | -34.4% | -8.7% | -45.4% |
| All | -27.3% | +601.1% | -628.3% | -60.7% |
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 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