+128.4%
OKLO vs KEY
+106.2%
+22.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.5% | +23.2% | +23.0% |
| 7D | -6.7% | -1.3% | -5.5% | -6.0% |
| 30D | -36.0% | +5.1% | -41.2% | -38.1% |
| 3M | -44.2% | -7.1% | -37.1% | -41.7% |
| 6M | -70.4% | -4.4% | -66.1% | -69.7% |
| YTD | -67.2% | +4.0% | -71.2% | -67.8% |
| 1Y | -77.9% | +23.4% | -101.3% | -80.3% |
| 3Y | +128.4% | +113.9% | +14.5% | +79.5% |
| All | +128.4% | +106.2% | +22.2% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling