+262.9%
OKLO vs KNX
+46.9%
+216.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.6% | -8.9% |
| 7D | -12.2% | -5.6% | -6.7% | -11.2% |
| 30D | -19.7% | -4.4% | -15.3% | -19.0% |
| 3M | -37.4% | -17.3% | -20.1% | -35.2% |
| 6M | -42.3% | +22.6% | -64.9% | -44.5% |
| YTD | -49.5% | +31.1% | -80.7% | -52.0% |
| 1Y | -54.7% | +60.2% | -114.9% | -58.3% |
| 3Y | +249.6% | +35.8% | +213.9% | +224.3% |
| 5Y | +268.1% | +38.9% | +229.2% | +240.5% |
| All | +262.9% | +46.9% | +216.1% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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