+332.6%
OKLO vs KIM
+37.3%
+295.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +7.7% | -1.0% | +8.7% | +7.9% |
| 30D | -4.3% | -1.1% | -3.2% | -4.2% |
| 3M | -24.6% | -5.3% | -19.3% | -24.1% |
| 6M | -31.1% | +3.9% | -35.0% | -31.8% |
| YTD | -40.7% | +20.3% | -61.0% | -42.9% |
| 1Y | -42.4% | +10.4% | -52.9% | -43.7% |
| 3Y | +310.9% | +46.3% | +264.6% | +290.5% |
| 5Y | +332.6% | +37.6% | +295.0% | +313.0% |
| All | +332.6% | +37.3% | +295.3% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling