+426.7%
KORU vs OKLO
+284.9%
+141.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.3% | -6.2% | -10.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.6% |
| 30D | +20.0% | -15.2% | +35.2% | +26.7% |
| 3M | -32.7% | -26.2% | -6.5% | -24.1% |
| 6M | +13.3% | -35.0% | +48.4% | +36.0% |
| YTD | +133.2% | -44.4% | +177.6% | +188.3% |
| 1Y | +357.3% | -45.9% | +403.2% | +457.7% |
| All | +426.7% | +284.9% | +141.8% | +317.7% |
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