+299.5%
OKLO vs KDP
+6.3%
+293.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.3% |
| 7D | +2.8% | +1.3% | +1.5% | +3.2% |
| 30D | -4.0% | +6.0% | -10.0% | -2.2% |
| 3M | -36.9% | +9.2% | -46.1% | -34.8% |
| 6M | -37.1% | +14.7% | -51.8% | -34.6% |
| YTD | -42.5% | +19.2% | -61.7% | -39.2% |
| 1Y | -40.7% | +15.2% | -55.9% | -37.9% |
| All | +299.5% | +6.3% | +293.2% | +310.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling