+113.7%
KLAC vs OKLO
-42.7%
+156.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.4% |
| 7D | +5.7% | +2.8% | +2.9% | +5.0% |
| 30D | -3.6% | -4.0% | +0.4% | -3.2% |
| 3M | -12.8% | -36.9% | +24.1% | -4.3% |
| 6M | +26.1% | -37.1% | +63.2% | +35.2% |
| YTD | +53.3% | -42.5% | +95.8% | +65.6% |
| 1Y | +113.7% | -40.7% | +154.4% | +138.3% |
| All | +113.7% | -42.7% | +156.4% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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