+262.9%
OKLO vs MKC
-34.3%
+297.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.1% |
| 7D | -12.2% | -1.5% | -10.8% | -12.6% |
| 30D | -19.7% | -3.1% | -16.6% | -20.3% |
| 3M | -37.4% | +5.2% | -42.6% | -36.3% |
| 6M | -42.3% | -12.8% | -29.5% | -43.6% |
| YTD | -49.5% | -23.3% | -26.2% | -52.0% |
| 1Y | -54.7% | -24.1% | -30.6% | -56.6% |
| 3Y | +249.6% | -32.1% | +281.7% | +229.7% |
| 5Y | +268.1% | -32.8% | +300.9% | +248.5% |
| All | +262.9% | -34.3% | +297.2% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling