+99.3%
OKTA vs KVYO
-55.5%
+154.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.2% |
| 7D | -2.4% | -12.1% | +9.7% | +1.6% |
| 30D | +13.0% | -5.2% | +18.2% | +15.1% |
| 3M | +41.7% | +14.5% | +27.2% | +34.5% |
| 6M | +105.9% | -17.6% | +123.6% | +109.5% |
| YTD | +92.6% | -49.6% | +142.2% | +120.6% |
| 1Y | +81.1% | -48.6% | +129.6% | +104.5% |
| All | +99.3% | -55.5% | +154.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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