+634.8%
OKTA vs KIM
+73.6%
+561.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +5.9% | -1.0% | +6.8% | +6.1% |
| 30D | +14.6% | -1.1% | +15.7% | +14.7% |
| 3M | +44.0% | -5.3% | +49.3% | +45.3% |
| 6M | +116.7% | +3.9% | +112.8% | +114.3% |
| YTD | +99.8% | +20.3% | +79.5% | +91.5% |
| 1Y | +84.1% | +10.4% | +73.6% | +79.4% |
| 3Y | +97.7% | +46.3% | +51.4% | +81.5% |
| 5Y | -35.2% | +37.6% | -72.7% | -39.2% |
| All | +634.8% | +73.6% | +561.1% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling