+132.5%
OKLO vs MKC
-21.4%
+153.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -1.6% |
| 7D | +1.6% | -3.0% | +4.5% | 0.0% |
| 30D | -17.6% | +4.8% | -22.5% | -15.4% |
| 3M | -48.5% | -12.8% | -35.7% | -51.2% |
| 6M | -65.7% | +5.0% | -70.7% | -64.3% |
| YTD | -66.7% | -29.1% | -37.6% | -71.0% |
| 1Y | -76.5% | -26.4% | -50.1% | -79.0% |
| 3Y | +132.5% | -21.6% | +154.1% | +94.9% |
| All | +132.5% | -21.4% | +153.9% | +94.9% |
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