+139.7%
OKLO vs KEY
+41.9%
+97.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +1.6% | +2.9% | -1.4% | +0.9% |
| 30D | -17.6% | +8.4% | -26.1% | -19.2% |
| 3M | -48.5% | -5.8% | -42.7% | -47.8% |
| 6M | -65.7% | +5.4% | -71.1% | -66.1% |
| YTD | -66.7% | +7.1% | -73.7% | -67.0% |
| 1Y | -76.5% | +26.8% | -103.3% | -77.5% |
| 3Y | +132.5% | +128.7% | +3.8% | +114.9% |
| 5Y | +142.8% | +13.6% | +129.2% | +126.4% |
| All | +139.7% | +41.9% | +97.8% | +120.6% |
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