+62.9%
KO vs OKLO
+284.9%
-222.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | -15.2% | +16.7% | +1.3% |
| 3M | +5.8% | -26.2% | +31.9% | +5.4% |
| 6M | +14.3% | -35.0% | +49.3% | +13.8% |
| YTD | +27.3% | -44.4% | +71.7% | +26.7% |
| 1Y | +33.2% | -45.9% | +79.1% | +32.5% |
| All | +62.9% | +284.9% | -222.0% | +53.2% |
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