-40.7%
OKLO vs KEYS
+98.0%
-138.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.5% |
| 7D | +2.8% | +2.3% | +0.6% | +1.1% |
| 30D | -4.0% | -2.6% | -1.4% | -2.2% |
| 3M | -36.9% | -4.6% | -32.3% | -35.4% |
| 6M | -37.1% | +8.7% | -45.9% | -40.6% |
| YTD | -42.5% | +61.0% | -103.5% | -60.2% |
| 1Y | -40.7% | +96.0% | -136.7% | -65.2% |
| All | -40.7% | +98.0% | -138.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling