+132.5%
OKLO vs KGC
+315.0%
-182.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.6% | -6.7% | +8.2% | +6.7% |
| 30D | -17.6% | -6.7% | -11.0% | -14.1% |
| 3M | -48.5% | -22.6% | -25.9% | -39.9% |
| 6M | -65.7% | -33.4% | -32.2% | -55.7% |
| YTD | -66.7% | -26.0% | -40.7% | -60.2% |
| 1Y | -76.5% | -18.3% | -58.2% | -73.6% |
| 3Y | +132.5% | +315.8% | -183.3% | +19.0% |
| All | +132.5% | +315.0% | -182.5% | +19.0% |
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