-76.7%
OKLO vs KIM
+30.2%
-107.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.0% |
| 7D | +16.9% | -1.0% | +17.9% | +16.4% |
| 30D | -19.7% | +14.8% | -34.5% | -15.4% |
| 3M | -45.0% | +8.1% | -53.1% | -43.3% |
| 6M | -66.9% | +11.7% | -78.6% | -66.4% |
| YTD | -64.0% | +30.7% | -94.7% | -53.7% |
| All | -76.7% | +30.2% | -107.0% | -69.9% |
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