+87.5%
KO vs OKLO
+325.7%
-238.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -0.8% | +7.7% | -8.5% | -0.6% |
| 30D | +0.8% | -4.3% | +5.1% | +0.7% |
| 3M | +8.3% | -24.6% | +33.0% | +8.0% |
| 6M | +14.0% | -31.1% | +45.1% | +13.7% |
| YTD | +26.9% | -40.7% | +67.6% | +26.4% |
| 1Y | +32.7% | -42.4% | +75.1% | +32.1% |
| 3Y | +63.9% | +310.9% | -247.0% | +54.9% |
| 5Y | +81.7% | +332.6% | -250.9% | +68.7% |
| All | +87.5% | +325.7% | -238.2% | +74.9% |
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