-33.3%
OKTA vs KGC
+453.5%
-486.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -2.4% | -5.6% | +3.2% | -1.3% |
| 30D | +13.0% | +6.1% | +6.9% | +11.3% |
| 3M | +41.7% | +17.3% | +24.4% | +35.9% |
| 6M | +105.9% | -10.3% | +116.2% | +107.4% |
| YTD | +92.6% | +3.9% | +88.7% | +85.4% |
| 1Y | +81.1% | +25.7% | +55.3% | +64.2% |
| 3Y | +84.8% | +526.0% | -441.1% | +0.8% |
| All | -33.3% | +453.5% | -486.8% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling