+151.4%
OKLO vs KDP
+23.9%
+127.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -6.1% |
| 7D | +6.8% | +8.2% | -1.4% | +8.9% |
| 30D | -27.7% | +18.4% | -46.1% | -24.8% |
| 3M | -43.6% | +29.2% | -72.8% | -40.3% |
| 6M | -65.4% | +32.3% | -97.7% | -63.1% |
| YTD | -65.0% | +38.5% | -103.5% | -62.5% |
| 1Y | -77.5% | +48.5% | -126.0% | -75.6% |
| 3Y | +143.6% | +32.5% | +111.1% | +157.8% |
| 5Y | +154.7% | +19.7% | +135.0% | +169.3% |
| All | +151.4% | +23.9% | +127.6% | +165.4% |
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