+249.6%
OKLO vs KTOS
+216.1%
+33.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -8.8% |
| 7D | -12.2% | -2.4% | -9.9% | -10.9% |
| 30D | -19.7% | -26.8% | +7.1% | -3.5% |
| 3M | -37.4% | -20.6% | -16.8% | -28.8% |
| 6M | -42.3% | -47.5% | +5.2% | -17.3% |
| YTD | -49.5% | -38.5% | -11.0% | -34.2% |
| 1Y | -54.7% | -31.0% | -23.7% | -45.3% |
| 3Y | +249.6% | +216.5% | +33.1% | +145.5% |
| All | +249.6% | +216.1% | +33.5% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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