+299.6%
OKLO vs KHC
-19.8%
+319.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.6% |
| 7D | +0.1% | -2.5% | +2.6% | -0.7% |
| 30D | -15.2% | +0.5% | -15.7% | -15.0% |
| 3M | -26.2% | +3.0% | -29.2% | -25.3% |
| 6M | -35.0% | +6.6% | -41.7% | -33.3% |
| YTD | -44.4% | +5.8% | -50.2% | -42.7% |
| 1Y | -45.9% | -2.2% | -43.7% | -45.1% |
| 3Y | +284.9% | -12.5% | +297.5% | +285.5% |
| 5Y | +305.3% | -13.6% | +318.9% | +307.0% |
| All | +299.6% | -19.8% | +319.4% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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