+159.1%
OKLO vs KIM
+58.2%
+100.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +16.9% | -1.0% | +17.9% | +17.1% |
| 30D | -19.7% | +14.8% | -34.5% | -21.5% |
| 3M | -45.0% | +8.1% | -53.1% | -45.7% |
| 6M | -66.9% | +11.7% | -78.6% | -67.7% |
| YTD | -64.0% | +30.7% | -94.7% | -65.7% |
| 1Y | -75.2% | +29.7% | -104.9% | -76.4% |
| 3Y | +151.1% | +65.1% | +86.0% | +135.6% |
| 5Y | +162.8% | +34.7% | +128.2% | +147.0% |
| All | +159.1% | +58.2% | +100.9% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling