+81.1%
OKTA vs KNX
+65.4%
+15.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -2.4% | -5.6% | +3.2% | -1.1% |
| 30D | +13.0% | -4.4% | +17.4% | +14.2% |
| 3M | +41.7% | -17.3% | +59.0% | +47.7% |
| 6M | +105.9% | +22.6% | +83.3% | +99.4% |
| YTD | +92.6% | +31.1% | +61.4% | +80.3% |
| 1Y | +81.1% | +60.2% | +20.9% | +62.3% |
| All | +81.1% | +65.4% | +15.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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