+195.3%
KLAC vs OKLO
+130.2%
+65.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.9% |
| 7D | +10.0% | +1.6% | +8.4% | +9.8% |
| 30D | -14.8% | -17.6% | +2.8% | -12.9% |
| 3M | -27.2% | -48.5% | +21.3% | -21.6% |
| 6M | -17.5% | -65.7% | +48.2% | -7.5% |
| YTD | +25.8% | -66.7% | +92.5% | +39.6% |
| 1Y | +31.8% | -76.5% | +108.3% | +50.1% |
| 3Y | +195.3% | +132.5% | +62.8% | +174.7% |
| All | +195.3% | +130.2% | +65.1% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling