+119.7%
OKTA vs KIM
+33.1%
+86.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | +2.9% |
| 7D | -14.2% | +10.6% | -24.8% | -8.8% |
| 30D | -12.5% | +17.5% | -30.0% | -3.6% |
| 3M | +29.2% | +4.7% | +24.5% | +35.4% |
| 6M | +147.3% | +13.1% | +134.2% | +167.9% |
| YTD | +120.9% | +32.1% | +88.9% | +145.7% |
| 1Y | +119.7% | +32.7% | +87.0% | +143.5% |
| All | +119.7% | +33.1% | +86.6% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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