+527.7%
KLAC vs OKLO
+262.2%
+265.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.2% | +11.1% | +3.1% |
| 7D | -2.7% | -12.2% | +9.6% | -1.2% |
| 30D | -13.2% | -19.7% | +6.6% | -11.0% |
| 3M | -25.0% | -37.4% | +12.4% | -21.2% |
| 6M | +23.6% | -42.3% | +65.9% | +29.9% |
| YTD | +49.2% | -49.5% | +98.7% | +58.2% |
| 1Y | +89.3% | -54.7% | +144.0% | +100.6% |
| 3Y | +274.4% | +249.6% | +24.7% | +215.8% |
| 5Y | +440.9% | +268.1% | +172.9% | +342.6% |
| All | +527.7% | +262.2% | +265.5% | +425.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling