+334.0%
OKLO vs KEY
+44.1%
+289.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.4% |
| 7D | +12.4% | +2.7% | +9.7% | +11.6% |
| 30D | -10.6% | -3.2% | -7.3% | -9.9% |
| 3M | -26.5% | +1.0% | -27.5% | -26.8% |
| 6M | -25.6% | +11.9% | -37.5% | -27.3% |
| YTD | -39.6% | +8.7% | -48.4% | -40.6% |
| 1Y | -38.8% | +18.5% | -57.2% | -40.8% |
| 3Y | +318.1% | +124.0% | +194.1% | +284.9% |
| 5Y | +339.7% | +40.8% | +298.9% | +304.4% |
| All | +334.0% | +44.1% | +289.9% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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