-28.7%
OKTA vs KEY
+14.6%
-43.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.3% |
| 30D | -19.7% | +6.7% | -26.5% | -21.5% |
| 3M | +21.2% | -4.6% | +25.8% | +23.1% |
| 6M | +123.1% | +2.6% | +120.5% | +120.4% |
| YTD | +110.8% | +7.0% | +103.8% | +104.4% |
| 1Y | +113.0% | +23.5% | +89.5% | +96.3% |
| 3Y | +168.9% | +126.4% | +42.5% | +95.9% |
| 5Y | -28.7% | +13.0% | -41.7% | -27.7% |
| All | -28.7% | +14.6% | -43.3% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling