+318.1%
OKLO vs KIM
+47.7%
+270.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.7% |
| 7D | +12.4% | -0.3% | +12.7% | +12.5% |
| 30D | -10.6% | -1.7% | -8.8% | -10.1% |
| 3M | -26.5% | -0.8% | -25.7% | -27.0% |
| 6M | -25.6% | +4.4% | -30.0% | -27.5% |
| YTD | -39.6% | +21.2% | -60.9% | -44.7% |
| 1Y | -38.8% | +10.5% | -49.3% | -41.6% |
| 3Y | +318.1% | +47.5% | +270.6% | +268.3% |
| All | +318.1% | +47.7% | +270.3% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling