+143.8%
OKLO vs KHC
-12.9%
+156.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.9% |
| 7D | +6.8% | -1.1% | +8.0% | +6.5% |
| 30D | -27.7% | +8.8% | -36.5% | -24.2% |
| 3M | -43.6% | -1.2% | -42.4% | -43.5% |
| 6M | -65.4% | +4.6% | -70.0% | -64.0% |
| YTD | -65.0% | +5.1% | -70.2% | -63.0% |
| 1Y | -77.5% | +6.2% | -83.7% | -76.0% |
| All | +143.8% | -12.9% | +156.8% | +135.3% |
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