+262.9%
OKLO vs KGC
+391.2%
-128.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.4% |
| 7D | -12.2% | -5.6% | -6.6% | -10.2% |
| 30D | -19.7% | +6.1% | -25.9% | -21.8% |
| 3M | -37.4% | +17.3% | -54.7% | -41.3% |
| 6M | -42.3% | -10.3% | -32.0% | -39.9% |
| YTD | -49.5% | +3.9% | -53.4% | -49.8% |
| 1Y | -54.7% | +25.7% | -80.4% | -57.2% |
| 3Y | +249.6% | +526.0% | -276.4% | +160.8% |
| 5Y | +268.1% | +455.5% | -187.4% | +174.2% |
| All | +262.9% | +391.2% | -128.3% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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