+262.9%
OKLO vs KTOS
+68.1%
+194.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -8.9% |
| 7D | -12.2% | -2.4% | -9.9% | -11.4% |
| 30D | -19.7% | -26.8% | +7.1% | -9.6% |
| 3M | -37.4% | -20.6% | -16.8% | -31.9% |
| 6M | -42.3% | -47.5% | +5.2% | -27.6% |
| YTD | -49.5% | -38.5% | -11.0% | -39.1% |
| 1Y | -54.7% | -31.0% | -23.7% | -46.9% |
| 3Y | +249.6% | +216.5% | +33.1% | +237.4% |
| 5Y | +268.1% | +105.7% | +162.4% | +253.8% |
| All | +262.9% | +68.1% | +194.8% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling