-80.3%
OKLO vs KIM
+33.1%
-113.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -4.4% |
| 7D | -18.4% | +10.6% | -29.0% | -15.3% |
| 30D | -38.5% | +17.5% | -56.0% | -34.8% |
| 3M | -48.9% | +4.7% | -53.7% | -48.1% |
| 6M | -67.8% | +13.1% | -80.9% | -67.2% |
| YTD | -69.2% | +32.1% | -101.2% | -61.6% |
| 1Y | -80.3% | +32.7% | -112.9% | -75.3% |
| All | -80.3% | +33.1% | -113.4% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling