+313.5%
OKLO vs KEY
+46.6%
+266.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.3% |
| 30D | -4.0% | -3.0% | -1.0% | -3.3% |
| 3M | -36.9% | +3.3% | -40.2% | -37.5% |
| 6M | -37.1% | +9.2% | -46.3% | -38.3% |
| YTD | -42.5% | +10.6% | -53.1% | -43.6% |
| 1Y | -40.7% | +20.4% | -61.1% | -42.9% |
| 3Y | +299.1% | +121.8% | +177.3% | +266.0% |
| 5Y | +317.3% | +41.1% | +276.2% | +282.8% |
| All | +313.5% | +46.6% | +266.9% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling