+326.6%
OKLO vs KEEL
-3.1%
+329.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +7.7% | +19.3% | -11.6% | +4.0% |
| 30D | -4.3% | +9.1% | -13.4% | -6.4% |
| 3M | -24.6% | -31.5% | +6.9% | -20.1% |
| 6M | -31.1% | +75.8% | -106.9% | -38.0% |
| YTD | -40.7% | +57.9% | -98.5% | -45.7% |
| 1Y | -42.4% | +133.3% | -175.8% | -49.0% |
| 3Y | +310.9% | +204.1% | +106.8% | +258.7% |
| 5Y | +332.6% | -37.5% | +370.2% | +279.8% |
| All | +326.6% | -3.1% | +329.7% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling