+145.0%
OKLO vs KMB
-2.9%
+147.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.7% |
| 7D | +27.3% | -3.0% | +30.3% | +26.6% |
| 30D | -23.1% | +9.1% | -32.1% | -21.7% |
| 3M | -45.8% | -0.4% | -45.4% | -45.8% |
| 6M | -66.8% | +13.0% | -79.8% | -65.9% |
| YTD | -65.9% | +10.3% | -76.3% | -65.1% |
| 1Y | -78.0% | +8.2% | -86.2% | -77.6% |
| 3Y | +137.4% | +0.4% | +137.0% | +135.1% |
| 5Y | +148.2% | -2.7% | +150.9% | +145.7% |
| All | +145.0% | -2.9% | +147.9% | +142.7% |
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