+262.9%
OKLO vs KMX
-53.7%
+316.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -9.5% |
| 7D | -12.2% | -3.1% | -9.1% | -11.7% |
| 30D | -19.7% | +4.4% | -24.2% | -20.5% |
| 3M | -37.4% | +18.9% | -56.3% | -40.0% |
| 6M | -42.3% | +44.3% | -86.6% | -47.4% |
| YTD | -49.5% | +58.7% | -108.2% | -54.9% |
| 1Y | -54.7% | +0.1% | -54.8% | -56.5% |
| 3Y | +249.6% | -24.4% | +274.0% | +245.2% |
| 5Y | +268.1% | -54.4% | +322.5% | +264.8% |
| All | +262.9% | -53.7% | +316.6% | +260.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling