+284.9%
OKLO vs KGC
+520.4%
-235.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.3% | -2.0% | -3.5% |
| 7D | +0.1% | -8.4% | +8.5% | +5.8% |
| 30D | -15.2% | +6.3% | -21.5% | -19.0% |
| 3M | -26.2% | +22.4% | -48.6% | -35.7% |
| 6M | -35.0% | -11.4% | -23.6% | -30.1% |
| YTD | -44.4% | +3.1% | -47.6% | -46.1% |
| 1Y | -45.9% | +26.6% | -72.5% | -53.4% |
| All | +284.9% | +520.4% | -235.4% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling