+318.1%
OKLO vs KHC
-9.9%
+328.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +5.0% |
| 7D | +12.4% | -2.2% | +14.6% | +11.3% |
| 30D | -10.6% | -0.1% | -10.5% | -10.6% |
| 3M | -26.5% | +8.3% | -34.9% | -23.1% |
| 6M | -25.6% | +5.0% | -30.6% | -23.3% |
| YTD | -39.6% | +8.0% | -47.6% | -36.0% |
| 1Y | -38.8% | -1.1% | -37.7% | -37.3% |
| 3Y | +318.1% | -10.7% | +328.8% | +315.1% |
| All | +318.1% | -9.9% | +328.0% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling