-33.3%
OKTA vs TKO
+291.2%
-324.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -2.4% | +2.3% | -4.7% | -3.1% |
| 30D | +13.0% | -2.5% | +15.5% | +13.5% |
| 3M | +41.7% | -10.6% | +52.3% | +45.6% |
| 6M | +105.9% | -5.1% | +111.0% | +107.8% |
| YTD | +92.6% | -8.2% | +100.8% | +95.4% |
| 1Y | +81.1% | -4.4% | +85.5% | +81.2% |
| 3Y | +84.8% | +100.4% | -15.5% | +46.9% |
| All | -33.3% | +291.2% | -324.5% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling