+262.9%
OKLO vs KEEL
-6.8%
+269.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.8% | -13.0% | -9.9% |
| 7D | -12.2% | +2.9% | -15.1% | -12.8% |
| 30D | -19.7% | +0.8% | -20.6% | -20.2% |
| 3M | -37.4% | -35.3% | -2.1% | -33.0% |
| 6M | -42.3% | +59.4% | -101.7% | -47.2% |
| YTD | -49.5% | +51.9% | -101.4% | -53.5% |
| 1Y | -54.7% | +75.0% | -129.7% | -58.5% |
| 3Y | +249.6% | +224.5% | +25.1% | +207.3% |
| 5Y | +268.1% | -35.9% | +304.0% | +225.2% |
| All | +262.9% | -6.8% | +269.7% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling