+299.6%
OKLO vs KWEB
-51.2%
+350.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -4.9% | -6.0% |
| 7D | +0.1% | -4.3% | +4.4% | +1.0% |
| 30D | -15.2% | -13.0% | -2.2% | -12.7% |
| 3M | -26.2% | -7.6% | -18.6% | -25.1% |
| 6M | -35.0% | -21.1% | -13.9% | -31.7% |
| YTD | -44.4% | -28.2% | -16.2% | -40.5% |
| 1Y | -45.9% | -34.9% | -11.1% | -41.2% |
| 3Y | +284.9% | -0.8% | +285.7% | +306.4% |
| 5Y | +305.3% | -43.6% | +348.8% | +325.3% |
| All | +299.6% | -51.2% | +350.8% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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