+334.0%
OKLO vs MKC
-33.6%
+367.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +4.8% |
| 7D | +12.4% | -4.3% | +16.8% | +11.1% |
| 30D | -10.6% | -2.0% | -8.6% | -10.9% |
| 3M | -26.5% | +10.0% | -36.5% | -24.3% |
| 6M | -25.6% | -18.5% | -7.1% | -28.6% |
| YTD | -39.6% | -22.4% | -17.2% | -42.4% |
| 1Y | -38.8% | -23.6% | -15.1% | -41.2% |
| 3Y | +318.1% | -30.4% | +348.5% | +295.5% |
| 5Y | +339.7% | -34.2% | +373.9% | +317.6% |
| All | +334.0% | -33.6% | +367.5% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling