-80.3%
OKLO vs KEYS
+55.9%
-136.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.5% | -1.1% |
| 7D | -18.4% | -14.8% | -3.6% | -8.1% |
| 30D | -38.5% | -25.6% | -12.9% | -23.4% |
| 3M | -48.9% | -16.2% | -32.7% | -42.4% |
| 6M | -67.8% | -18.6% | -49.1% | -63.0% |
| YTD | -69.2% | +40.7% | -109.9% | -77.7% |
| 1Y | -80.3% | +59.6% | -139.9% | -86.6% |
| All | -80.3% | +55.9% | -136.2% | -86.6% |
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