+159.1%
OKLO vs KHC
-20.2%
+179.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +16.9% | -4.6% | +21.5% | +15.3% |
| 30D | -19.7% | +8.1% | -27.8% | -17.5% |
| 3M | -45.0% | 0.0% | -45.0% | -44.7% |
| 6M | -66.9% | +7.9% | -74.8% | -65.8% |
| YTD | -64.0% | +5.3% | -69.2% | -62.7% |
| 1Y | -75.2% | +5.1% | -80.3% | -74.3% |
| 3Y | +151.1% | -12.8% | +163.9% | +152.5% |
| 5Y | +162.8% | -16.2% | +179.0% | +164.2% |
| All | +159.1% | -20.2% | +179.3% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling