+334.0%
OKLO vs KMX
-54.2%
+388.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +5.8% |
| 7D | +12.4% | -0.7% | +13.1% | +12.5% |
| 30D | -10.6% | +4.1% | -14.7% | -11.4% |
| 3M | -26.5% | +27.5% | -54.0% | -30.5% |
| 6M | -25.6% | +43.6% | -69.2% | -32.2% |
| YTD | -39.6% | +56.8% | -96.4% | -45.9% |
| 1Y | -38.8% | -1.3% | -37.4% | -41.0% |
| 3Y | +318.1% | -25.4% | +343.4% | +313.9% |
| 5Y | +339.7% | -53.9% | +393.6% | +336.5% |
| All | +334.0% | -54.2% | +388.2% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling