+313.5%
OKLO vs KGC
+420.5%
-107.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.5% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | -4.0% | +20.3% | -24.3% | -10.7% |
| 3M | -36.9% | +8.1% | -45.0% | -38.9% |
| 6M | -37.1% | -8.8% | -28.4% | -35.1% |
| YTD | -42.5% | +10.1% | -52.5% | -44.1% |
| 1Y | -40.7% | +44.2% | -84.9% | -46.3% |
| 3Y | +299.1% | +533.0% | -233.9% | +191.2% |
| 5Y | +317.3% | +443.0% | -125.7% | +204.8% |
| All | +313.5% | +420.5% | -107.0% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling