+313.5%
OKLO vs KIM
+45.7%
+267.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -4.0% | -4.0% | 0.0% | -3.4% |
| 3M | -36.9% | +0.5% | -37.4% | -37.3% |
| 6M | -37.1% | +3.6% | -40.7% | -37.8% |
| YTD | -42.5% | +20.4% | -62.9% | -44.6% |
| 1Y | -40.7% | +9.7% | -50.4% | -41.9% |
| 3Y | +299.1% | +46.0% | +253.1% | +279.6% |
| 5Y | +317.3% | +34.4% | +282.8% | +296.2% |
| All | +313.5% | +45.7% | +267.8% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling