+625.6%
OKTA vs KGC
+840.7%
-215.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +2.6% | -1.3% | +3.9% | +2.8% |
| 30D | +16.0% | +20.3% | -4.3% | +12.5% |
| 3M | +38.2% | +8.1% | +30.1% | +35.8% |
| 6M | +137.8% | -8.8% | +146.6% | +138.3% |
| YTD | +97.3% | +10.1% | +87.2% | +91.0% |
| 1Y | +90.1% | +44.2% | +45.9% | +74.8% |
| 3Y | +98.0% | +533.0% | -435.0% | +39.6% |
| 5Y | -36.9% | +443.0% | -479.9% | -55.9% |
| All | +625.6% | +840.7% | -215.0% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling