+84.8%
OKTA vs KMX
-25.1%
+109.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | +13.0% | +4.4% | +8.6% | +11.7% |
| 3M | +41.7% | +18.9% | +22.8% | +35.3% |
| 6M | +105.9% | +44.3% | +61.7% | +86.7% |
| YTD | +92.6% | +58.7% | +33.9% | +70.4% |
| 1Y | +81.1% | +0.1% | +80.9% | +76.8% |
| 3Y | +84.8% | -24.4% | +109.3% | +77.6% |
| All | +84.8% | -25.1% | +109.9% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling