+58.2%
KEYS vs ONTO
+124.4%
-66.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.1% |
| 7D | +9.4% | +17.5% | -8.1% | +3.1% |
| 30D | -16.8% | -15.7% | -1.1% | -12.0% |
| 3M | -15.9% | -39.7% | +23.9% | -0.8% |
| 6M | -17.6% | -26.5% | +8.9% | -11.0% |
| YTD | +46.5% | +29.0% | +17.5% | +30.7% |
| 1Y | +66.9% | +57.0% | +9.9% | +39.7% |
| 3Y | +141.4% | +50.0% | +91.4% | +80.7% |
| All | +58.2% | +124.4% | -66.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling