+608.2%
OKTA vs KEY
+89.4%
+518.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -2.4% | -1.5% | -0.9% | -2.1% |
| 30D | +13.0% | -3.7% | +16.7% | +13.9% |
| 3M | +41.7% | -1.3% | +43.0% | +42.0% |
| 6M | +105.9% | +13.3% | +92.6% | +99.9% |
| YTD | +92.6% | +9.0% | +83.6% | +88.4% |
| 1Y | +81.1% | +18.7% | +62.4% | +73.9% |
| 3Y | +84.8% | +125.3% | -40.4% | +54.3% |
| 5Y | -34.4% | +40.2% | -74.7% | -41.0% |
| All | +608.2% | +89.4% | +518.8% | +477.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling