-80.3%
OKLO vs MKC
-18.2%
-62.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.3% | -3.2% |
| 7D | -18.4% | +9.6% | -28.0% | -14.5% |
| 30D | -38.5% | +12.0% | -50.5% | -34.6% |
| 3M | -48.9% | -2.0% | -46.9% | -49.2% |
| 6M | -67.8% | +7.2% | -75.0% | -66.1% |
| YTD | -69.2% | -23.7% | -45.4% | -74.0% |
| 1Y | -80.3% | -18.3% | -62.0% | -82.8% |
| All | -80.3% | -18.2% | -62.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling