-12.4%
KMB vs ONON
-24.2%
+11.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.1% |
| 7D | -8.6% | -3.5% | -5.2% | -8.5% |
| 30D | -7.5% | -30.8% | +23.3% | -6.6% |
| 3M | -0.6% | -29.8% | +29.2% | +0.3% |
| 6M | -1.5% | -34.8% | +33.3% | -0.6% |
| YTD | +1.6% | -42.3% | +43.9% | +2.7% |
| 1Y | -20.8% | -39.5% | +18.8% | -20.0% |
| 3Y | -12.4% | -9.3% | -3.1% | -13.3% |
| All | -12.4% | -24.2% | +11.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling