+219.4%
KEYS vs ONTO
+658.6%
-439.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.7% | -0.7% |
| 7D | +2.3% | -1.0% | +3.3% | +2.5% |
| 30D | -2.6% | -2.9% | +0.3% | -2.4% |
| 3M | -4.6% | -2.5% | -2.2% | -5.9% |
| 6M | +8.7% | +28.2% | -19.5% | -3.1% |
| YTD | +61.0% | +69.8% | -8.7% | +30.5% |
| 1Y | +96.0% | +162.9% | -66.9% | +35.8% |
| 3Y | +144.4% | +95.9% | +48.5% | +66.0% |
| 5Y | +80.5% | +244.5% | -164.0% | -7.1% |
| All | +219.4% | +658.6% | -439.1% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling