-33.3%
OKTA vs KEYS
+87.1%
-120.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -4.8% |
| 7D | -2.4% | +3.5% | -5.9% | -4.3% |
| 30D | +13.0% | -4.5% | +17.5% | +15.4% |
| 3M | +41.7% | -0.4% | +42.1% | +39.2% |
| 6M | +105.9% | +19.1% | +86.8% | +77.4% |
| YTD | +92.6% | +66.7% | +25.9% | +26.9% |
| 1Y | +81.1% | +96.5% | -15.4% | +5.0% |
| 3Y | +84.8% | +155.2% | -70.3% | -18.0% |
| All | -33.3% | +87.1% | -120.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling