+313.5%
OKLO vs KHC
-18.3%
+331.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.4% |
| 7D | +2.8% | -1.8% | +4.6% | +2.3% |
| 30D | -4.0% | -1.9% | -2.1% | -4.6% |
| 3M | -36.9% | +14.4% | -51.3% | -34.0% |
| 6M | -37.1% | +8.7% | -45.9% | -35.1% |
| YTD | -42.5% | +7.8% | -50.3% | -40.3% |
| 1Y | -40.7% | -1.5% | -39.2% | -39.7% |
| 3Y | +299.1% | -9.9% | +309.0% | +302.0% |
| 5Y | +317.3% | -10.7% | +328.0% | +321.4% |
| All | +313.5% | -18.3% | +331.8% | +319.3% |
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