+608.2%
OKTA vs KGC
+787.6%
-179.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -2.4% | -5.6% | +3.2% | -1.6% |
| 30D | +13.0% | +6.1% | +6.9% | +11.7% |
| 3M | +41.7% | +17.3% | +24.4% | +37.5% |
| 6M | +105.9% | -10.3% | +116.2% | +107.0% |
| YTD | +92.6% | +3.9% | +88.7% | +88.0% |
| 1Y | +81.1% | +25.7% | +55.3% | +70.2% |
| 3Y | +84.8% | +526.0% | -441.1% | +30.5% |
| 5Y | -34.4% | +455.5% | -489.9% | -54.2% |
| All | +608.2% | +787.6% | -179.4% | +404.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling