+145.0%
OKLO vs KDP
+16.7%
+128.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -7.0% |
| 7D | +27.3% | -4.0% | +31.3% | +26.3% |
| 30D | -23.1% | +8.5% | -31.5% | -21.5% |
| 3M | -45.8% | +20.7% | -66.5% | -43.4% |
| 6M | -66.8% | +23.2% | -90.0% | -65.1% |
| YTD | -65.9% | +30.5% | -96.4% | -63.9% |
| 1Y | -78.0% | +35.9% | -113.9% | -76.6% |
| 3Y | +137.4% | +24.8% | +112.6% | +148.1% |
| 5Y | +148.2% | +13.4% | +134.8% | +159.1% |
| All | +145.0% | +16.7% | +128.3% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling