+29.9%
OKTA vs KEEL
+294.5%
-264.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.5% | -3.1% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | +13.0% | +0.8% | +12.2% | +12.5% |
| 3M | +41.7% | -35.3% | +77.0% | +45.4% |
| 6M | +105.9% | +59.4% | +46.6% | +91.4% |
| YTD | +92.6% | +51.9% | +40.6% | +78.3% |
| 1Y | +81.1% | +75.0% | +6.1% | +61.1% |
| 3Y | +84.8% | +224.5% | -139.7% | +43.2% |
| 5Y | -34.4% | -35.9% | +1.5% | -46.7% |
| All | +29.9% | +294.5% | -264.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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