+119.7%
OKTA vs KMX
+35.0%
+84.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.4% |
| 7D | -14.2% | +2.1% | -16.3% | -14.4% |
| 30D | -12.5% | +0.5% | -13.0% | -12.6% |
| 3M | +29.2% | -4.1% | +33.4% | +29.1% |
| 6M | +147.3% | +49.5% | +97.8% | +127.8% |
| YTD | +120.9% | +42.7% | +78.2% | +105.4% |
| 1Y | +119.7% | +35.3% | +84.4% | +104.3% |
| All | +119.7% | +35.0% | +84.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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