+625.6%
OKTA vs KEY
+92.3%
+533.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +16.0% | -3.0% | +19.0% | +16.8% |
| 3M | +38.2% | +3.3% | +34.8% | +37.1% |
| 6M | +137.8% | +9.2% | +128.6% | +132.6% |
| YTD | +97.3% | +10.6% | +86.6% | +92.4% |
| 1Y | +90.1% | +20.4% | +69.7% | +82.0% |
| 3Y | +98.0% | +121.8% | -23.8% | +65.6% |
| 5Y | -36.9% | +41.1% | -78.0% | -43.4% |
| All | +625.6% | +92.3% | +533.3% | +490.2% |
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 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