-80.3%
OKLO vs KMX
+35.0%
-115.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -6.9% |
| 7D | -18.4% | +2.1% | -20.6% | -19.2% |
| 30D | -38.5% | +0.5% | -39.0% | -38.8% |
| 3M | -48.9% | -4.1% | -44.8% | -48.7% |
| 6M | -67.8% | +49.5% | -117.3% | -73.3% |
| YTD | -69.2% | +42.7% | -111.9% | -74.9% |
| 1Y | -80.3% | +35.3% | -115.6% | -83.8% |
| All | -80.3% | +35.0% | -115.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling