+676.4%
OKTA vs KEY
+85.0%
+591.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +6.6% | +1.8% | +4.9% | +6.3% |
| 30D | -19.4% | +7.1% | -26.6% | -20.6% |
| 3M | +23.9% | -5.9% | +29.8% | +25.5% |
| 6M | +130.9% | +2.2% | +128.7% | +129.4% |
| YTD | +111.1% | +6.4% | +104.7% | +107.6% |
| 1Y | +115.5% | +24.8% | +90.8% | +104.8% |
| 3Y | +169.4% | +125.2% | +44.1% | +125.1% |
| 5Y | -30.2% | +13.0% | -43.2% | -35.5% |
| All | +676.4% | +85.0% | +591.5% | +536.5% |
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