+556.7%
KLAC vs OKLO
+333.1%
+223.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.2% |
| 7D | +10.6% | +12.4% | -1.8% | +9.1% |
| 30D | -4.5% | -10.6% | +6.1% | -3.4% |
| 3M | -10.3% | -26.5% | +16.3% | -7.4% |
| 6M | +40.9% | -25.6% | +66.5% | +44.0% |
| YTD | +56.1% | -39.6% | +95.8% | +62.1% |
| 1Y | +109.0% | -38.8% | +147.8% | +114.9% |
| 3Y | +288.8% | +318.1% | -29.2% | +221.2% |
| 5Y | +489.1% | +339.7% | +149.5% | +372.8% |
| All | +556.7% | +333.1% | +223.6% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling