+168.9%
OKLO vs KEY
+41.5%
+127.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.7% | +11.3% | +13.3% |
| 7D | +14.1% | -0.4% | +14.5% | +14.3% |
| 30D | -22.7% | +7.2% | -29.9% | -23.9% |
| 3M | -44.6% | -4.9% | -39.7% | -43.9% |
| 6M | -63.0% | +1.1% | -64.0% | -63.1% |
| YTD | -62.6% | +6.8% | -69.4% | -63.0% |
| 1Y | -76.2% | +23.3% | -99.5% | -77.1% |
| 3Y | +160.8% | +126.1% | +34.8% | +141.3% |
| 5Y | +172.5% | +15.2% | +157.3% | +154.2% |
| All | +168.9% | +41.5% | +127.4% | +147.6% |
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