+262.9%
OKLO vs KEYS
+120.6%
+142.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.0% | -13.2% | -11.2% |
| 7D | -12.2% | +3.5% | -15.7% | -13.9% |
| 30D | -19.7% | -4.5% | -15.3% | -18.0% |
| 3M | -37.4% | -0.4% | -37.0% | -37.6% |
| 6M | -42.3% | +19.1% | -61.4% | -46.3% |
| YTD | -49.5% | +66.7% | -116.2% | -59.7% |
| 1Y | -54.7% | +96.5% | -151.2% | -66.0% |
| 3Y | +249.6% | +155.2% | +94.5% | +150.2% |
| 5Y | +268.1% | +88.0% | +180.1% | +163.7% |
| All | +262.9% | +120.6% | +142.4% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling