+262.9%
OKLO vs KMI
+127.2%
+135.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.1% |
| 7D | -12.2% | -1.7% | -10.5% | -11.6% |
| 30D | -19.7% | -2.7% | -17.0% | -19.1% |
| 3M | -37.4% | -0.7% | -36.7% | -38.0% |
| 6M | -42.3% | -5.0% | -37.3% | -42.1% |
| YTD | -49.5% | +15.5% | -65.0% | -54.2% |
| 1Y | -54.7% | +16.4% | -71.1% | -59.4% |
| 3Y | +249.6% | +114.2% | +135.5% | +208.9% |
| 5Y | +268.1% | +153.3% | +114.8% | +223.1% |
| All | +262.9% | +127.2% | +135.7% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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