+677.8%
OKTA vs KEY
+86.1%
+591.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +8.4% | +2.9% | +5.5% | +7.7% |
| 30D | -13.7% | +8.4% | -22.1% | -15.2% |
| 3M | +18.0% | -5.8% | +23.8% | +19.5% |
| 6M | +133.8% | +5.4% | +128.4% | +130.7% |
| YTD | +111.5% | +7.1% | +104.4% | +107.7% |
| 1Y | +118.3% | +26.8% | +91.5% | +106.7% |
| 3Y | +168.0% | +128.7% | +39.3% | +123.4% |
| 5Y | -30.1% | +13.6% | -43.7% | -35.5% |
| All | +677.8% | +86.1% | +591.8% | +536.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling