+151.4%
OKLO vs KMB
+0.4%
+151.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.7% |
| 7D | +6.8% | +6.0% | +0.8% | +8.0% |
| 30D | -27.7% | +13.5% | -41.2% | -25.9% |
| 3M | -43.6% | +3.8% | -47.4% | -43.2% |
| 6M | -65.4% | +15.6% | -81.0% | -64.2% |
| YTD | -65.0% | +14.0% | -79.1% | -64.0% |
| 1Y | -77.5% | +12.9% | -90.4% | -76.9% |
| 3Y | +143.6% | +3.7% | +139.9% | +142.7% |
| 5Y | +154.7% | -0.1% | +154.8% | +153.6% |
| All | +151.4% | +0.4% | +151.0% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling