-2.9%
KMB vs ONON
-5.0%
+2.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +0.9% | -10.0% | +10.9% | +1.2% |
| 30D | +10.1% | -5.3% | +15.3% | +10.2% |
| 3M | 0.0% | +6.5% | -6.4% | -0.2% |
| 6M | +15.7% | -5.0% | +20.7% | +15.7% |
| YTD | +12.6% | -27.6% | +40.3% | +13.1% |
| 1Y | +10.1% | -20.7% | +30.8% | +10.4% |
| 3Y | +2.1% | +26.6% | -24.5% | 0.0% |
| 5Y | -0.7% | -9.6% | +8.9% | -5.0% |
| All | -2.9% | -5.0% | +2.1% | -7.4% |
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