+119.7%
OKTA vs KGC
-5.3%
+125.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.3% |
| 7D | -14.2% | -6.8% | -7.4% | -13.8% |
| 30D | -12.5% | -9.2% | -3.3% | -12.0% |
| 3M | +29.2% | -9.1% | +38.4% | +28.8% |
| 6M | +147.3% | -25.7% | +173.0% | +150.2% |
| YTD | +120.9% | -23.6% | +144.6% | +120.4% |
| 1Y | +119.7% | -4.3% | +124.0% | +116.6% |
| All | +119.7% | -5.3% | +125.0% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling