+310.9%
OKLO vs MKC
-31.2%
+342.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -2.1% |
| 7D | +7.7% | -4.3% | +12.0% | +5.7% |
| 30D | -4.3% | -3.1% | -1.2% | -5.4% |
| 3M | -24.6% | +6.8% | -31.4% | -21.9% |
| 6M | -31.1% | -18.3% | -12.8% | -35.9% |
| YTD | -40.7% | -23.1% | -17.6% | -45.8% |
| 1Y | -42.4% | -23.7% | -18.8% | -46.8% |
| All | +310.9% | -31.2% | +342.1% | +265.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling