+132.5%
OKLO vs KMI
+122.7%
+9.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +1.6% | +6.5% | -5.0% | -3.1% |
| 30D | -17.6% | -3.4% | -14.2% | -15.6% |
| 3M | -48.5% | +0.4% | -48.9% | -49.0% |
| 6M | -65.7% | -0.9% | -64.7% | -66.5% |
| YTD | -66.7% | +20.5% | -87.2% | -74.2% |
| 1Y | -76.5% | +23.2% | -99.6% | -82.3% |
| 3Y | +132.5% | +121.6% | +10.8% | +48.4% |
| All | +132.5% | +122.7% | +9.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling