+339.7%
OKLO vs KGC
+450.8%
-111.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.9% |
| 7D | +12.4% | +2.4% | +10.0% | +11.2% |
| 30D | -10.6% | +9.2% | -19.8% | -13.9% |
| 3M | -26.5% | +16.7% | -43.3% | -31.0% |
| 6M | -25.6% | -7.0% | -18.6% | -23.6% |
| YTD | -39.6% | +7.5% | -47.1% | -40.9% |
| 1Y | -38.8% | +34.4% | -73.1% | -43.5% |
| 3Y | +318.1% | +552.0% | -233.9% | +206.0% |
| 5Y | +339.7% | +454.5% | -114.8% | +221.2% |
| All | +339.7% | +450.8% | -111.1% | +221.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling