+299.6%
OKLO vs KEYS
+112.1%
+187.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -5.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -15.2% | -5.3% | -9.9% | -12.9% |
| 3M | -26.2% | +0.5% | -26.7% | -26.4% |
| 6M | -35.0% | +14.0% | -49.1% | -38.1% |
| YTD | -44.4% | +60.3% | -104.7% | -54.6% |
| 1Y | -45.9% | +91.3% | -137.2% | -58.7% |
| 3Y | +284.9% | +146.1% | +138.8% | +181.7% |
| 5Y | +305.3% | +80.8% | +224.5% | +197.0% |
| All | +299.6% | +112.1% | +187.5% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling