+608.2%
OKTA vs KIM
+70.8%
+537.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | +13.0% | -3.0% | +16.0% | +13.6% |
| 3M | +41.7% | -8.9% | +50.6% | +44.0% |
| 6M | +105.9% | +2.4% | +103.6% | +104.2% |
| YTD | +92.6% | +18.3% | +74.2% | +85.1% |
| 1Y | +81.1% | +8.2% | +72.9% | +77.1% |
| 3Y | +84.8% | +44.0% | +40.8% | +70.2% |
| 5Y | -34.4% | +37.3% | -71.8% | -38.4% |
| All | +608.2% | +70.8% | +537.4% | +512.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling