-32.6%
OKTA vs KIM
+35.1%
-67.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | +0.4% | -1.5% | +1.9% | +1.2% |
| 30D | +13.8% | -1.7% | +15.5% | +14.6% |
| 3M | +48.9% | -7.1% | +56.0% | +54.0% |
| 6M | +114.9% | +2.9% | +112.1% | +108.9% |
| YTD | +97.9% | +18.8% | +79.0% | +75.8% |
| 1Y | +89.7% | +9.4% | +80.3% | +76.5% |
| 3Y | +95.8% | +44.6% | +51.2% | +46.2% |
| 5Y | -32.6% | +37.9% | -70.6% | -45.3% |
| All | -32.6% | +35.1% | -67.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling