+84.8%
OKTA vs KEYS
+154.3%
-69.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -4.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | +13.0% | -4.5% | +17.5% | +14.5% |
| 3M | +41.7% | -0.4% | +42.1% | +40.2% |
| 6M | +105.9% | +19.1% | +86.8% | +86.5% |
| YTD | +92.6% | +66.7% | +25.9% | +43.1% |
| 1Y | +81.1% | +96.5% | -15.4% | +22.2% |
| 3Y | +84.8% | +155.2% | -70.3% | -1.4% |
| All | +84.8% | +154.3% | -69.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling