+14.8%
KDP vs ONON
-6.6%
+21.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.7% | -2.7% | -7.2% |
| 7D | -4.0% | -11.9% | +7.9% | -3.4% |
| 30D | +8.5% | -6.8% | +15.3% | +8.8% |
| 3M | +20.7% | +6.6% | +14.0% | +20.3% |
| 6M | +23.2% | -2.2% | +25.4% | +23.0% |
| YTD | +30.5% | -28.9% | +59.3% | +31.7% |
| 1Y | +35.9% | -20.3% | +56.2% | +36.5% |
| 3Y | +24.8% | +22.9% | +1.9% | +21.9% |
| 5Y | +13.4% | -11.1% | +24.5% | +8.4% |
| All | +14.8% | -6.6% | +21.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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