-40.7%
OKLO vs KEEL
+169.0%
-209.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +1.8% |
| 7D | +2.8% | +7.8% | -4.9% | -1.0% |
| 30D | -4.0% | -11.7% | +7.7% | +0.3% |
| 3M | -36.9% | -41.5% | +4.6% | -21.9% |
| 6M | -37.1% | +54.9% | -92.0% | -53.3% |
| YTD | -42.5% | +47.7% | -90.1% | -56.8% |
| 1Y | -40.7% | +177.6% | -218.3% | -51.8% |
| All | -40.7% | +169.0% | -209.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling