+136.0%
OKLO vs KDP
+20.7%
+115.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.7% | +23.4% | +22.5% |
| 7D | -6.7% | +2.2% | -8.9% | -6.0% |
| 30D | -36.0% | +19.9% | -56.0% | -33.3% |
| 3M | -44.2% | +21.5% | -65.7% | -41.6% |
| 6M | -70.4% | +30.1% | -100.5% | -68.6% |
| YTD | -67.2% | +34.9% | -102.1% | -65.0% |
| 1Y | -77.9% | +43.4% | -121.3% | -76.3% |
| 3Y | +128.4% | +29.1% | +99.3% | +140.3% |
| 5Y | +139.1% | +15.0% | +124.1% | +151.2% |
| All | +136.0% | +20.7% | +115.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling