+123.1%
OKTA vs KEY
+0.8%
+122.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -19.7% | +6.7% | -26.5% | -20.1% |
| 3M | +21.2% | -4.6% | +25.8% | +23.1% |
| 6M | +123.1% | +2.6% | +120.5% | +133.2% |
| All | +123.1% | +0.8% | +122.3% | +133.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling