+91.8%
OKTA vs KEY
+130.9%
-39.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +13.0% | -3.2% | +16.2% | +14.3% |
| 3M | +43.4% | +1.0% | +42.5% | +42.7% |
| 6M | +107.6% | +11.9% | +95.8% | +98.0% |
| YTD | +93.8% | +8.7% | +85.1% | +86.7% |
| 1Y | +80.8% | +18.5% | +62.4% | +68.3% |
| 3Y | +91.8% | +124.0% | -32.2% | +33.9% |
| All | +91.8% | +130.9% | -39.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling