+145.0%
OKLO vs KEY
+41.0%
+104.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | +27.3% | +1.8% | +25.6% | +26.9% |
| 30D | -23.1% | +7.1% | -30.2% | -24.3% |
| 3M | -45.8% | -5.9% | -39.9% | -45.0% |
| 6M | -66.8% | +2.2% | -69.0% | -67.0% |
| YTD | -65.9% | +6.4% | -72.3% | -66.3% |
| 1Y | -78.0% | +24.8% | -102.8% | -78.9% |
| 3Y | +137.4% | +125.2% | +12.1% | +119.8% |
| 5Y | +148.2% | +13.0% | +135.3% | +131.8% |
| All | +145.0% | +41.0% | +104.0% | +125.8% |
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