+139.7%
OKLO vs KGC
+250.0%
-110.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.6% | -6.7% | +8.2% | +4.7% |
| 30D | -17.6% | -6.7% | -11.0% | -15.4% |
| 3M | -48.5% | -22.6% | -25.9% | -43.2% |
| 6M | -65.7% | -33.4% | -32.2% | -59.9% |
| YTD | -66.7% | -26.0% | -40.7% | -62.2% |
| 1Y | -76.5% | -18.3% | -58.2% | -74.0% |
| 3Y | +132.5% | +315.8% | -183.3% | +97.9% |
| 5Y | +142.8% | +225.7% | -82.9% | +106.5% |
| All | +139.7% | +250.0% | -110.4% | +104.3% |
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