-35.2%
OKTA vs KEY
+40.7%
-75.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +14.6% | -3.3% | +17.8% | +15.8% |
| 3M | +44.0% | -0.7% | +44.7% | +44.2% |
| 6M | +116.7% | +12.5% | +104.2% | +107.1% |
| YTD | +99.8% | +8.4% | +91.4% | +93.2% |
| 1Y | +84.1% | +18.4% | +65.6% | +72.4% |
| 3Y | +97.7% | +123.3% | -25.6% | +45.7% |
| 5Y | -35.2% | +38.8% | -74.0% | -37.3% |
| All | -35.2% | +40.7% | -75.9% | -37.3% |
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