+148.2%
OKLO vs KIM
+33.6%
+114.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.4% |
| 7D | +27.3% | -0.7% | +28.0% | +27.5% |
| 30D | -23.1% | +13.4% | -36.5% | -24.7% |
| 3M | -45.8% | +6.5% | -52.4% | -46.4% |
| 6M | -66.8% | +10.6% | -77.4% | -67.6% |
| YTD | -65.9% | +29.9% | -95.8% | -67.7% |
| 1Y | -78.0% | +29.6% | -107.6% | -79.2% |
| 3Y | +137.4% | +64.1% | +73.3% | +121.6% |
| 5Y | +148.2% | +35.3% | +112.9% | +131.5% |
| All | +148.2% | +33.6% | +114.6% | +131.5% |
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