+90.0%
OKTA vs KIM
+43.4%
+46.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +13.8% | -1.7% | +15.5% | +14.2% |
| 3M | +48.9% | -7.1% | +56.0% | +51.6% |
| 6M | +114.9% | +2.9% | +112.1% | +111.1% |
| YTD | +97.9% | +18.8% | +79.0% | +83.3% |
| 1Y | +89.7% | +9.4% | +80.3% | +81.5% |
| All | +90.0% | +43.4% | +46.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling