+115.5%
OKTA vs KEY
+22.3%
+93.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +6.6% | +1.8% | +4.9% | +6.1% |
| 30D | -19.4% | +7.1% | -26.6% | -20.7% |
| 3M | +23.9% | -5.9% | +29.8% | +26.5% |
| 6M | +130.9% | +2.2% | +128.7% | +129.3% |
| YTD | +111.1% | +6.4% | +104.7% | +102.4% |
| 1Y | +115.5% | +24.8% | +90.8% | +82.1% |
| All | +115.5% | +22.3% | +93.3% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling