+284.9%
OKLO vs KMX
-26.1%
+311.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.5% |
| 7D | +0.1% | -3.4% | +3.5% | +1.2% |
| 30D | -15.2% | +4.0% | -19.2% | -16.5% |
| 3M | -26.2% | +24.8% | -51.0% | -32.6% |
| 6M | -35.0% | +43.6% | -78.6% | -45.1% |
| YTD | -44.4% | +56.6% | -101.1% | -54.7% |
| 1Y | -45.9% | +2.2% | -48.2% | -48.9% |
| All | +284.9% | -26.1% | +311.0% | +290.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling